• Title of article

    On aggregation bias in fixed-event forecast efficiency tests

  • Author/Authors

    Gultekin Isiklar، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    5
  • From page
    312
  • To page
    316
  • Abstract
    This note shows that problems due to aggregation in fixed-event forecast efficiency tests are not as severe as they are in unbiasedness tests. We also show that first lags of consensus revisions should be avoided in the tests.
  • Keywords
    Aggregation bias , Weak-efficiency , Fixed-event
  • Journal title
    Economics Letters
  • Serial Year
    2005
  • Journal title
    Economics Letters
  • Record number

    435811

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435811