又没有人能帮个忙的,多谢了!
My question is to create an index to measure a manager's earnings forecast
ability. I use earnings forecast accuracy (dollars difference) and the
earnings forecast horizon (days difference) to capture the ability. However,
those two variables condition on each other. How should I weight them and
create index? The smaller dollar difference and the longer horizon will
reflect higher forecast ability.
谢谢。。。