The logged dependent variable, heteroscedasticity, and the retransformation problem

[1] BOX G, 1964, J ROYAL STAT SOC B, P211

[2] SMEARING ESTIMATE - A NONPARAMETRIC RETRANSFORMATION METHOD [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1983, 78 (383) : 605 - 610

[3] Duan N., 1983, J EC BUSINESS STATIS, V1, P115, DOI [DOI 10.1080/07350015.1983.10509330, DOI 10.2307/1391852]

[4] Duan N., 1984, J BUS ECON STAT, V2, P283, DOI DOI 10.1080/07350015.1984.10509396

[5] ETTNER EL, 1996, RISK ADJUSTMENT MENT

[6] Greene, 2003, ECONOMETRIC ANAL, P1241

[7] Johnson N., 1994, CONTINUOUS UNIVARIAT, V1, DOI DOI 10.1016/0167-9473(96)90015-8

[8] KENNEDY P, 1983, OXFORD B ECON STAT, V45, P389

[9] Kennedy P., 1992, A Guide to Econometrics

[10] KENNEDY PE, 1981, AM ECON REV, V71, P801

[1] BOX G, 1964, J ROYAL STAT SOC B, P211

[2] SMEARING ESTIMATE - A NONPARAMETRIC RETRANSFORMATION METHOD [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1983, 78 (383) : 605 - 610

[3] Duan N., 1983, J EC BUSINESS STATIS, V1, P115, DOI [DOI 10.1080/07350015.1983.10509330, DOI 10.2307/1391852]

[4] Duan N., 1984, J BUS ECON STAT, V2, P283, DOI DOI 10.1080/07350015.1984.10509396

[5] ETTNER EL, 1996, RISK ADJUSTMENT MENT

[6] Greene, 2003, ECONOMETRIC ANAL, P1241

[7] Johnson N., 1994, CONTINUOUS UNIVARIAT, V1, DOI DOI 10.1016/0167-9473(96)90015-8

[8] KENNEDY P, 1983, OXFORD B ECON STAT, V45, P389

[9] Kennedy P., 1992, A Guide to Econometrics

[10] KENNEDY PE, 1981, AM ECON REV, V71, P801