HETEROSCEDASTICITY AND THE USE OF BOX-COX TRANSFORMATIONS

被引：28
|
作者：
GAUDRY, MJI
DAGENAIS, MG
机构：
来源：
ECONOMICS LETTERS | 1979年 / 2卷 / 03期
关键词：
D O I：
10.1016/0165-1765(79)90026-0
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：225 / 229
页数：5
相关论文
共 50 条
  • [41] Effect of individual observations on the Box-Cox transformation
    Pettit, L. I.
    Sothinathan, N.
    JOURNAL OF APPLIED STATISTICS, 2013, 40 (07) : 1561 - 1571
  • [42] Power transformation via multivariate Box-Cox
    Lindsey, Charles
    Sheather, Simon
    STATA JOURNAL, 2010, 10 (01): : 69 - 81
  • [43] Importance and Uncertainty of λ-Estimation for Box-Cox Transformations to Compute and Verify Reference Intervals in Laboratory Medicine
    Klawonn, Frank
    Riekeberg, Neele
    Hoffmann, Georg
    STATS, 2024, 7 (01): : 172 - 184
  • [44] Testing for the Box-Cox parameter for an integrated process
    Huang, Jian
    Kobayashi, Masahito
    McAleer, Michael
    MATHEMATICS AND COMPUTERS IN SIMULATION, 2012, 83 : 1 - 9
  • [45] BOX-COX ESTIMATION WITH STANDARD ECONOMETRIC PROBLEMS
    SEAKS, TG
    LAYSON, SK
    REVIEW OF ECONOMICS AND STATISTICS, 1983, 65 (01) : 160 - 164
  • [46] Confidence intervals following Box-Cox transformation
    Hooper, PM
    Yang, ZL
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1997, 25 (03): : 401 - 416
  • [47] A score test for Box-Cox functional form
    Yang, ZL
    Abeysinghe, T
    ECONOMICS LETTERS, 2003, 79 (01) : 107 - 115
  • [48] Global identification of the semiparametric Box-Cox model
    Komunjer, Ivana
    ECONOMICS LETTERS, 2009, 104 (02) : 53 - 56
  • [49] A simple algorithm for estimating Box-Cox models
    Ogwang, T
    Rao, ULG
    STATISTICIAN, 1997, 46 (03): : 399 - 409
  • [50] A Box-Cox double-hurdle model
    Jones, AM
    Yen, ST
    MANCHESTER SCHOOL, 2000, 68 (02): : 203 - 221
12345