Modelling 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...
Saved in:
Main Authors: | YANG, Zhenlin, TSE, Yiu Kuen |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2006
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/soe_research/2109 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
by: YANG, Zhenlin, et al.
Published: (2006) -
Modeling the Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
by: YANG, Zhenlin, et al.
Published: (2004) -
Testing for Linear and Log-Linear Regressions with Heteroscedasticity
by: TSE, Yiu Kuen
Published: (1984) -
Tests of Functional Form and Heteroscedasticity
by: YANG, Zhenlin, et al.
Published: (2003) -
Testing for Functional Form and Heteroscedasticity
by: TSE, Yiu Kuen
Published: (2004)