USING SHRINKAGE ESTIMATORS TO IMPROVE UPON TIME-SERIES MODEL PROXIES FOR THE SECURITY MARKETS EXPECTATION OF EARNINGS

Wr Landsman and A Damodaran

Journal of Accounting Research, 1989, vol. 27, issue 1, 97-115

Keywords: Earnings forecasts; Market expectations; Time-series model; Shrinkage estimators (search for similar items in EconPapers)
JEL-codes: G17 G32 M41 (search for similar items in EconPapers)
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:bla:joares:v:27:y:1989:i:1:p:97-115

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DOI: 10.2307/2491209

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