haku: @indexterm NONLINEAR PROGRAMMING / yhteensä: 122
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| Tekijä: | Morel, M. |
| Otsikko: | Endogenous parameter time series estimation of the Ohlson model: linear and nonlinear analyses |
| Lehti: | Journal of Business Finance and Accounting
2003 : NOV/DEC, VOL. 30:9/10, p. 1341-1362 |
| Asiasana: | Nonlinear programming Risk premium Time series |
| Kieli: | eng |
| Tiivistelmä: | The empirical validity of the Ohlson (1995) model is tested on a company-level time series basis. The coefficients of the earnings dynamic and valuation equations are first estimated by OLS. Then, recognizing the nonlinear relationships among the parameter, each equation is estimated by nonlinear Least Squares. Last, the model is estimated as a restricted system by nonlinear Least Squares and nonlinear SUR. |
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