An alternative to the box-cox transformation in model discrimination

Bong Joon Yoon

doi:10.1016/0165-1765(85)90231-9

An alternative to the box-cox transformation in model discrimination

Bong Joon Yoon

Economics

Binghamton University

Research output: Contribution to journal › Article › peer-review

Abstract

This paper proposes an alternative to the Box-Cox transformation. The alternative transformation, utilizing three runs of regressions, simplifies maximum likelihood estimation of the nesting parameter for model discrimination.

Original language	English
Pages (from-to)	333-337
Number of pages	5
Journal	Economics Letters
Volume	19
Issue number	4
DOIs	https://doi.org/10.1016/0165-1765(85)90231-9
State	Published - 1985

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title = "An alternative to the box-cox transformation in model discrimination",

abstract = "This paper proposes an alternative to the Box-Cox transformation. The alternative transformation, utilizing three runs of regressions, simplifies maximum likelihood estimation of the nesting parameter for model discrimination.",

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PY - 1985

Y1 - 1985

N2 - This paper proposes an alternative to the Box-Cox transformation. The alternative transformation, utilizing three runs of regressions, simplifies maximum likelihood estimation of the nesting parameter for model discrimination.

AB - This paper proposes an alternative to the Box-Cox transformation. The alternative transformation, utilizing three runs of regressions, simplifies maximum likelihood estimation of the nesting parameter for model discrimination.

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DO - 10.1016/0165-1765(85)90231-9

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SN - 0165-1765

VL - 19

SP - 333

EP - 337

JO - Economics Letters

JF - Economics Letters

IS - 4

ER -

An alternative to the box-cox transformation in model discrimination

Abstract

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