Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/19971
Title: An explicit variance formula for the Box-Cox functional form estimator
Authors: Yang, Z. 
Abeysinghe, T. 
Keywords: Box-Cox transformation
Export function
Precision
Transformation estimator
Issue Date: 2002
Citation: Yang, Z., Abeysinghe, T. (2002). An explicit variance formula for the Box-Cox functional form estimator. Economics Letters 76 (2) : 259-265. ScholarBank@NUS Repository.
Abstract: 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 Elsevier Science B.V. All rights reserved.
Source Title: Economics Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/19971
ISSN: 01651765
Appears in Collections:Staff Publications

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