Variance Estimates in Models with the Box-Cox Transformation: Implications for Estimation and Hypothesis Testing
- 1 November 1984
- journal article
- Published by JSTOR in The Review of Economics and Statistics
- Vol. 66 (4) , 645
- https://doi.org/10.2307/1935988
Abstract
The variance-covariance matrix of the parameter estimates in a model containing the Box-Cox transformation is analytically examined. Breaking the variance-covar...Keywords
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