A Bayesian model averaging pipeline for earnings management models

Replication code

Published

July 1, 2021

Ressources

Code Repository

Description

Above you find the link to the repository that holds code to compute model averaged predictive distributions for accruals. It provides the necessary materials to replicate and extend the approach as proposed in “Accounting for Uncertainty: An Application of Bayesian Methods to Accruals Models”.

Excerpt of the replication code pipeline