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Out-of-sample earnings forecasting for OLS and Theil–Sen models relative to a na^.ı^.ve no-change model

Rick Neil Francis

Journal of Applied Accounting Research (2022) 23 (2): 321–339.

https://doi.org/10.1108/JAAR-10-2020-0206

Published: 29 July 2021

... the hypothesis that the forecasting performance of the naïve no-change model is at least equal to or better than the ordinary least squares (OLS) model when earnings volatility is low. However, the results do not support the same hypothesis for the TS model nor do the results support the hypothesis that the OLS...

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Out-of-sample earnings forecasting for OLS and Theil–Sen models relative to a na^.ı^.ve no-change model

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