Multi-Lagged Specification of the Ohlson Model

Journal of Accounting, Auditing & Finance

Volumn 14, Issue 2, 1999, Pages 147-161

  Morel, Mindy ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84990378581     PISSN: 0148558X     EISSN: None     Source Type: Journal    
DOI: 10.1177/0148558X9901400203     Document Type: Article

References (13)

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10. Hurvich C. M. Tsai C.-L. 1989. “Regression and Time Series Model Selection in Small Samples.” Biometrika 76: 297–307.
11. Hurvich C. M. Tsai C.-L. 1991. “Bias of the Corrected AIC Criterion for Underfitted Regression and Time Series Models.” Biometrika 78: 499–509.
12. Hurvich C. M. Tsai C.-L. 1994. “Autoregressive Model Selection in Small Samples Using a Bias-Corrected Version of AIC.” In Bozdogan H., Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach, pp. 137–157. Amsterdam: Kluwer Academic Publishers.
13. Ohlson J. A. 1995. “Earnings, Book Values, and Dividends in Security Valuation.” Contemporary Accounting Research 11: 661–687.