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SSRNEconometrics & Forecasting

Panel Data Nowcasting: P/E Ratios

P/E Ratios: The paper highlights the superior performance of structured machine learning regressions for nowcasting with panel data of different frequencies, especially in predicting corporate earnings.

Featured in No. 13 on 24 Aug 2023 ·

Released
9 Sep 2022
First featured
No. 13 · 24 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
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Identifier
SSRN 4547276

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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