Rescaled methods-of-moments estimation for the Box-Cox regression model

DOI10.1016/0165-1765(96)00811-7zbMath1284.62231OpenAlexW1987305597MaRDI QIDQ2442556

James L. Powell

Publication date: 3 April 2014

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

Full work available at URL: https://doi.org/10.1016/0165-1765(96)00811-7

zbMATH Keywords

generalized method of momentsrescalingBox-Cox regressionnonlinear two-stage least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (5)

Semiparametric estimation of a Box-Cox transformation model with varying coefficients model ⋮ DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING ⋮ Semi-parametric estimation for the Box-Cox transformation model with partially linear structure ⋮ Generalized LM tests for functional form and heteroscedasticity ⋮ Global identification of the semiparametric Box-Cox model

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
• The nonlinear two-stage least-squares estimator
• The Analysis of Transformed Data
• An Analysis of Transformations Revisited
• On power transformations to symmetry
• Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica

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