Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
Using the Box-Cox regression model with heteroscedasticity (BCHR), we re‐examine the size distribution of the Portuguese manufacturing firms studied by Machado and Mata (2000) using the Box-Cox quantile regression (BCQR) method. We show that the BCHR model compares favourably against the BCQR method...
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Main Authors: | YANG, Zhenlin, TSE, Yiu Kuen |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2004
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Online Access: | https://ink.library.smu.edu.sg/soe_research/784 https://ink.library.smu.edu.sg/context/soe_research/article/1783/viewcontent/fs_paper.pdf |
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Institution: | Singapore Management University |
Language: | English |
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