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Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments
Journal article
Harvey, David I., Leybourne, Stephen J., Zu, Yang. Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments[J]. Journal of Business and Economic Statistics, 2024.
Authors:
Harvey, David I.
;
Leybourne, Stephen J.
;
Zu, Yang
Favorite
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TC[WOS]:
0
TC[Scopus]:
0
IF:
2.9
/
4.8
|
Submit date:2024/12/26
Average Forecast Accuracy
Diebold-mariano Test
Kernel Smoothing Nonparametric Estimation
Time Varying Loss Differential Mean
Tests for equal forecast accuracy under heteroskedasticity
Journal article
Harvey, David I., Leybourne, Stephen J., Zu, Yang. Tests for equal forecast accuracy under heteroskedasticity[J]. Journal of Applied Econometrics, 2024, 1-20.
Authors:
Harvey, David I.
;
Leybourne, Stephen J.
;
Zu, Yang
Adobe PDF
|
Favorite
|
TC[WOS]:
1
TC[Scopus]:
1
IF:
2.3
/
3.0
|
Submit date:2024/05/16
Diebold–mariano Test
Forecast Accuracy
Nonparametric Volatility Estimation
Demand Forecasts with Judgement Bias in a Newsvendor Problem
Journal article
Yini Zheng, Qi Fu, Juan Li, Lianmin Zhang. Demand Forecasts with Judgement Bias in a Newsvendor Problem[J]. INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2023, 61(16), 5468–5482.
Authors:
Yini Zheng
;
Qi Fu
;
Juan Li
;
Lianmin Zhang
Favorite
|
TC[WOS]:
2
TC[Scopus]:
1
IF:
7.0
/
8.3
|
Submit date:2022/08/01
Judgement Bias
Demand Forecasts
Newsvendor Problem
Forecast Accuracy
Decision Error
Language Barriers, Corporate Site Visit, and Analyst Forecast Accuracy
Journal article
Lewis H.K. Tam, Shaohua Tian. Language Barriers, Corporate Site Visit, and Analyst Forecast Accuracy[J]. Quarterly Review of Economics and Finance, 2023, 91, 68 - 83.
Authors:
Lewis H.K. Tam
;
Shaohua Tian
Favorite
|
TC[WOS]:
6
TC[Scopus]:
6
IF:
2.9
/
3.1
|
Submit date:2022/08/15
Financial Analysts
Forecast Accuracy
Linguistic Distance
Corporate Site Visit
Language Barrier, Corporate Site Visit and Analyst Forecast Accuracy
Conference paper
Lewis H.K. Tam, Shaohua Tian. Language Barrier, Corporate Site Visit and Analyst Forecast Accuracy[C], 2022.
Authors:
Lewis H.K. Tam
;
Shaohua Tian
Favorite
|
|
Submit date:2023/08/12
Financial Analysts
Forecast Accuracy
Linguistic Distance
Corporate Site Visit
The impact of disclosure quality on analyst forecasts in China
Journal article
Hu, Shaorou, Liu, Ming, Sohn, Byungcherl Charlie, Yuen, Desmond C.Y.. The impact of disclosure quality on analyst forecasts in China[J]. Accounting Forum, 2021, 45(4), 411-434.
Authors:
Hu, Shaorou
;
Liu, Ming
;
Sohn, Byungcherl Charlie
;
Yuen, Desmond C.Y.
Favorite
|
TC[WOS]:
12
TC[Scopus]:
14
IF:
2.8
/
4.0
|
Submit date:2022/05/13
Disclosure Quality
Forecast Accuracy
Information Disclosure Ranking System
Mandatory Disclosure
Synchronicity
Voluntary Disclosure
The Impact of Disclosure Quality on Analyst Forecasts in China
Journal article
HU, S., Liu, M., Byung, C. S., Yuen, C. Y.. The Impact of Disclosure Quality on Analyst Forecasts in China[J]. Accounting Forum, 2021.
Authors:
HU, S.
;
Liu, M.
;
Byung, C. S.
;
Yuen, C. Y.
Favorite
|
|
Submit date:2022/01/26
Disclosure Quality
Forecast Accuracy
Mandatory Disclosure
Voluntary Disclosure
Information Disclosure Ranking System
Synchronicity