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The Use of Box-Cox Transformations in Regression Models with Heteroskedastic Autoregressive Residuals

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  • Gaudry, M.J.I.
  • Dagenais, M.G.

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  • Gaudry, M.J.I. & Dagenais, M.G., 1978. "The Use of Box-Cox Transformations in Regression Models with Heteroskedastic Autoregressive Residuals," Cahiers de recherche 7814, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:7814
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    File URL: http://hdl.handle.net/1866/2134
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    References listed on IDEAS

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    1. Spitzer, John J, 1976. "The Demand for Money, the Liquidity Trap, and Functional Forms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 220-227, February.
    2. Spitzer, John J., 1977. "A simultaneous equations system of money demand and supply using generalized functional forms," Journal of Econometrics, Elsevier, vol. 5(1), pages 117-128, January.
    3. Gaudry, M.J.I. & Wills, M.J., 1977. "Estimating the Functional Form of Travel Demand Models," Cahiers de recherche 7702, Universite de Montreal, Departement de sciences economiques.
    4. Beach, Charles M & MacKinnon, James G, 1978. "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors," Econometrica, Econometric Society, vol. 46(1), pages 51-58, January.
    5. Savin, N. E. & White, Kenneth J., 1978. "Estimation and testing for functional form and autocorrelation : A simultaneous approach," Journal of Econometrics, Elsevier, vol. 8(1), pages 1-12, August.
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