Scale equivariance and the Box-Cox transformation

DOI10.1016/0165-1765(95)00786-5zbMath0875.90180OpenAlexW1992241066MaRDI QIDQ1351099

Gordon C. R. Kemp

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00786-5

zbMATH Keywords

Box-Cox transformationParameter invarianceScale equivariance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

An explicit variance formula for the Box--Cox functional form estimator.

Cites Work

• Transforming the Dependent Variable in Regression Models
• An Analysis of Transformations Revisited
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