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|Title:||An explicit variance formula for the Box-Cox functional form estimator||Authors:||Yang, Z.
|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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