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An explicit variance formula for the Box-Cox functional form estimator

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  • Yang, Zhenlin
  • Abeysinghe, Tilak

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  • Yang, Zhenlin & Abeysinghe, Tilak, 2002. "An explicit variance formula for the Box-Cox functional form estimator," Economics Letters, Elsevier, vol. 76(2), pages 259-265, July.
    • Handle: RePEc:eee:ecolet:v:76:y:2002:i:2:p:259-265
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    References listed on IDEAS

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    1. Franses, Philip Hans & Koop, Gary, 1998. "On the sensitivity of unit root inference to nonlinear data transformations," Economics Letters, Elsevier, vol. 59(1), pages 7-15, April.
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    1. Yang, Zhenlin & Abeysinghe, Tilak, 2003. "A score test for Box-Cox functional form," Economics Letters, Elsevier, vol. 79(1), pages 107-115, April.

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