An Explicit Variance Formula for the Box-Cox Functional Form Estimator

An Explicit Variance Formula for the Box-Cox Functional Form Estimator

Although the Box–Cox transformation provides a flexible functional form for regression models, its applicability is often hampered by the difficulty of choosing an appropriate value for the Box–Cox parameter. This paper presents an explicit variance formula for the Box–Cox estimator of the functiona...

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Main Authors: YANG, Zhenlin, Abeysinghe, T
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2002
Subjects:
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/166
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Institution: Singapore Management University
Language: English
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spelling sg-smu-ink.soe_research-11652010-09-23T05:48:03Z An Explicit Variance Formula for the Box-Cox Functional Form Estimator YANG, Zhenlin Abeysinghe, T Although the Box–Cox transformation provides a flexible functional form for regression models, its applicability is often hampered by the difficulty of choosing an appropriate value for the Box–Cox parameter. This paper presents an explicit variance formula for the Box–Cox estimator of the functional form, from which the analytical behavior of the estimator and its precision can be assessed. 2002-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/166 info:doi/10.1016/s0165-1765(02)00051-4 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Econometrics
spellingShingle Econometrics
YANG, Zhenlin
Abeysinghe, T
An Explicit Variance Formula for the Box-Cox Functional Form Estimator
description Although the Box–Cox transformation provides a flexible functional form for regression models, its applicability is often hampered by the difficulty of choosing an appropriate value for the Box–Cox parameter. This paper presents an explicit variance formula for the Box–Cox estimator of the functional form, from which the analytical behavior of the estimator and its precision can be assessed.
format text
author YANG, Zhenlin
Abeysinghe, T
author_facet YANG, Zhenlin
Abeysinghe, T
author_sort YANG, Zhenlin
title An Explicit Variance Formula for the Box-Cox Functional Form Estimator
title_short An Explicit Variance Formula for the Box-Cox Functional Form Estimator
title_full An Explicit Variance Formula for the Box-Cox Functional Form Estimator
title_fullStr An Explicit Variance Formula for the Box-Cox Functional Form Estimator
title_full_unstemmed An Explicit Variance Formula for the Box-Cox Functional Form Estimator
title_sort explicit variance formula for the box-cox functional form estimator
publisher Institutional Knowledge at Singapore Management University
publishDate 2002
url https://ink.library.smu.edu.sg/soe_research/166
_version_ 1770569045474541568

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