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Perspectives on forecasting research in accounting and finance
Author(s) -
Brown L. D.,
Griffin P. A.
Publication year - 1983
Publication title -
journal of forecasting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.543
H-Index - 59
eISSN - 1099-131X
pISSN - 0277-6693
DOI - 10.1002/for.3980020403
Subject(s) - univariate , accounting research , box–jenkins , econometrics , multivariate statistics , earnings , computer science , accounting , management science , finance , economics , time series , autoregressive integrated moving average , machine learning
This paper offers some perspectives on forecasting research in accounting and finance. It is maintained that many common areas of forecasting research exist. Yet, most research has focused upon a particular (Box‐Jenkins) technique and a particular (reported earnings) variable, virtually neglecting numerous other relevant forecasting research topics. This symposium issue includes papers which address several of these neglected research topics. The eight papers constituting the issue are classified into three categories: (1) univariate time‐series modelling; (2) multivariate time‐series modelling; and (3) comparison of experts' forecasts with those of statistical models. Following a summary of the papers, some suggestions for future research are offered.