Univariate Time-Series Models of Quarterly Accounting Earnings Per Share : A Proposed Model

In this article, we compare several candidate time-series models for the time-series of quarterly accounting earnings per share. One Box-Jenkins model dominates in terms of forecast accuracy. This model is a Box-Jenkins (1,0,0) x (0,1,1) model

MoreLess

Year of publication:	2014
Authors:	Brown, Lawrence D. ; Rozeff, Michael S.
Publisher:	[S.l.] : SSRN
Subject:	Zeitreihenanalyse \| Time series analysis \| Gewinn \| Profit \| Theorie \| Theory

More details
Report error

Extent:	1 Online-Ressource (12 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Accounting Research, Vol. 17, No. 1, Spring 1979
Classification:	G14 - Information and Market Efficiency; Event Studies ; M41 - Accounting
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014058168