Results 11 to 20 of about 7,553,652 (107)
Are analysts' loss functions asymmetric? [PDF]
, 2005 Recent research by Gu and Wu (2003) and Basu and Markov (2004) suggests that the well-known optimism bias in analysts’ earnings forecasts is attributable to analysts minimizing symmetric, linear loss functions when the distribution of forecast errors is ...
Peel, D, Clatworthy, M A, Pope, P F
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Are analysts' loss functions asymmetric? [PDF]
, 2012 Despite displaying a statistically significant optimism bias, analysts' earnings forecasts are an important input to investors’ valuation models. Understanding the possible reasons for any bias is important if information is to be extracted from earnings
Clatworthy, Mark +2 more
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Asymmetric and time-varying error-correction: an application to labour demand in the UK [PDF]
, 1993 In this paper we compare the asymmetric and time-varying error-correction models that have recently been proposed, and apply these to the case of UK aggregate labour demand. The aim of the paper is to investigate the possible co-existence of time-varying
Burgess, Simon M. +2 more
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Nonlinear error correction, asymmetric adjusment and cointegration [PDF]
, 1991 This paper has three main components. First, it outlines a model of nonlinear error correction (NEC) in which the linear error correction term a'Xt (the vector time series Xt is cointegrated, a is the cointegrating vector) is replaced by the nonlinear ...
Pfann, Gerard, Escribano, Álvaro
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Are analysts’ loss functions asymmetric? [PDF]
, 2006 Recent research by Gu and Wu (2003) and Basu and Markov (2004) suggests that the well-known optimism bias in analysts’ earnings forecasts is attributable to analysts minimizing symmetric, linear loss functions when the distribution of forecast errors is ...
Peel, D, Clatworthy, M A, Pope, P F
core +3 more sources
Nonlinear Error Correction Models [PDF]
, 2002 The relationship between cointegration and error correction (EC) models is well characterized in a linear context, but the extension to the nonlinear context is still a challenge.
Escribano, Álvaro, Mira, Santiago
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Adaptive minimum error-rate filtering design: a review
, 2008 Adaptive filtering has been an enabling technology and has found ever-increasing applications in various state-of-the-art communication systems. Traditionally, adaptive filtering has been developed based on the Wiener or minimum mean square error (MMSE ...
Chen, Sheng +3 more
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Minimum symbol error rate turbo multiuser beamforming aided QAM receiver [PDF]
, 2008 This paper studies a novel iterative soft interference cancellation (SIC) aided beamforming receiver designed for high-throughput quadrature amplitude modulation systems communicating over additive white Gaussian noise channels.
Chen, Sheng, Tan, S, Hanzo, L
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Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia [PDF]
The present study attempts to analyze the long-run equilibrium relationship between real exchange rate and trade balance, imports and exports demand by cointegration tests assuming asymmetric adjustment.
Duasa, Jarita
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Taxes and Financial Reporting: Evidence from Discretionary Investment Write-Offs in Italy [PDF]
This paper provides further empirical evidence on the relationship between taxes and financial reporting by focusing on accounting decisions to write-offs equity investments. The analysis is based on panel data for Italian companies.
Valeria Bucci, Giampaolo Arachi
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