VARIANCE ESTIMATES IN MODELS WITH THE BOX-COX TRANSFORMATION - IMPLICATIONS FOR ESTIMATION AND HYPOTHESIS-TESTING

被引：57

作者：

SPITZER, JJ

机构：

来源：

关键词：

D O I：

10.2307/1935988

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：645 / 652

页数：8

共 12 条

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[7]

SCHLESSELMAN J, 1971, J R STAT SOC B, V33, P307

[8] BOX-COX ESTIMATION WITH STANDARD ECONOMETRIC PROBLEMS [J].

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[10] A PRIMER ON BOX-COX ESTIMATION [J].

SPITZER, JJ .