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

Economics Letters

Volumn 76, Issue 2, 2002, Pages 259-265

  Yang, Zhenlin ^a   Abeysinghe, Tilak ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Box Cox transformation; Export function; Precision; Transformation estimator

Indexed keywords

EID: 0035997448     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00051-4     Document Type: Article

References (11)

1. An analysis of transformation
2. An analysis of transformation revisited, rebutted
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4. On the sensitivity of unit root inference to nonlinear data transformations
5. Testing for unit roots and non-linear transformations
6. Scale equivariance and the Box-Cox transformation
7. Shrinkage estimation in non-linear regression. The Box-Cox transformation
8. The Box-Cox transformation technique: A review
9. Estimating transformation and its effect on Box-Cox T-ratio
10. Functional form in the demand for money