메뉴 건너뛰기




Volumn 21, Issue 3, 2002, Pages 383-393

Computing marginal effects in the box–cox model

Author keywords

Box Cox model; JEL Classification: C13, C21; Marginal effects

Indexed keywords


EID: 26044450598     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120015789     Document Type: Article
Times cited : (22)

References (13)
  • 2
    • 84950652831 scopus 로고
    • The Use of the Box-Cox Transformation in Limited Dependent Variable Models
    • Poirier, D. J., 1978. The Use of the Box-Cox Transformation in Limited Dependent Variable Models. J. Amer. Statistical Assoc., 73: 284–287.
    • (1978) J. Amer. Statistical Assoc. , vol.73 , pp. 284-287
    • Poirier, D.J.1
  • 3
    • 84910378827 scopus 로고
    • An Analysis of Transformations Revisited
    • Bickel, P. J., and Doksum, K. A., 1981. An Analysis of Transformations Revisited. J. Amer. Statistical Assoc., 76: 296–311.
    • (1981) J. Amer. Statistical Assoc. , vol.76 , pp. 296-311
    • Bickel, P.J.1    Doksum, K.A.2
  • 4
    • 0000832174 scopus 로고
    • A Comparison of the Box-Cox Maximum Likelihood Estimatior and the Non-linear Two Stage Least Squares Estimator
    • Amemiya, T., and Powell, J. L., 1981. A Comparison of the Box-Cox Maximum Likelihood Estimatior and the Non-linear Two Stage Least Squares Estimator. J. Econometrics, 17: 351–381.
    • (1981) J. Econometrics , vol.17 , pp. 351-381
    • Amemiya, T.1    Powell, J.L.2
  • 5
    • 23844451149 scopus 로고
    • A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions
    • Poirier, D. J., and Melino, A., 1978. A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions. Econometrica, 46: 1207–1209.
    • (1978) Econometrica , vol.46 , pp. 1207-1209
    • Poirier, D.J.1    Melino, A.2
  • 6
    • 0000290048 scopus 로고
    • Some Alternatives to the Box-Cox Regression Model
    • Wooldridge, J. M., 1992. Some Alternatives to the Box-Cox Regression Model. Int. Econ. Rev., 33: 935–955.
    • (1992) Int. Econ. Rev. , vol.33 , pp. 935-955
    • Wooldridge, J.M.1
  • 7
    • 0039996089 scopus 로고
    • An Empirical Investigation of the Box-Cox Model and a Nonlinear Least Squares Alternative
    • Berndt, E. R., Showalter, M. H., and Wooldridge, J. M., 1993. An Empirical Investigation of the Box-Cox Model and a Nonlinear Least Squares Alternative. Econometric Rev., 12: 65–102.
    • (1993) Econometric Rev. , vol.12 , pp. 65-102
    • Berndt, E.R.1    Showalter, M.H.2    Wooldridge, J.M.3
  • 9
    • 21844481599 scopus 로고
    • A Monte Carlo Investigation of the Box-Cox Model and a Nonlinear Least Squares Alternative
    • Showalter, M. H., 1994. A Monte Carlo Investigation of the Box-Cox Model and a Nonlinear Least Squares Alternative. Rev. Econ. Statist., 76: 560–570.
    • (1994) Rev. Econ. Statist. , vol.76 , pp. 560-570
    • Showalter, M.H.1
  • 10
    • 51949111620 scopus 로고
    • Smearing Estimate: A Nonparametric Retransformation Method
    • Duan, N., 1983. Smearing Estimate: A Nonparametric Retransformation Method. J. Amer. Statistical Assoc., 78: 605–610.
    • (1983) J. Amer. Statistical Assoc. , vol.78 , pp. 605-610
    • Duan, N.1
  • 13
    • 0032102084 scopus 로고    scopus 로고
    • The Logged Dependent Variable, Heteroskedasticity, and the Retransformation Problem
    • Manning, W. G., 1998. The Logged Dependent Variable, Heteroskedasticity, and the Retransformation Problem. J. Health Econ., 17: 283–295.
    • (1998) J. Health Econ. , vol.17 , pp. 283-295
    • Manning, W.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.