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

DOI10.1016/S0165-1765(02)00051-4zbMath1168.91492OpenAlexW1992879414MaRDI QIDQ1607278

Tilak Abeysinghe, Zhenlin Yang

Publication date: 31 July 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00051-4

zbMATH Keywords

Box--Cox transformationPrecisionExport functionTransformation estimator

Mathematics Subject Classification ID

Linear inference, regression (62J99) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Transformed generalized linear models ⋮ A score test for Box-Cox functional form ⋮ Transformed symmetric models

Cites Work

• Unnamed Item
• On the sensitivity of unit root inference to nonlinear data transformations
• Estimating a transformation and its effect on Box-Cox \(T\)-ratio
• Shrinkage estimation in nonlinear regression: The Box-Cox transformation
• Scale equivariance and the Box-Cox transformation
• Testing for Unit Roots and Non-linear Transformations
• An Analysis of Transformations Revisited, Rebutted

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