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A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator

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  • Amemiya, Takeshi
  • Powell, James L.
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 17 (1981)
    Issue (Month): 3 (December)
    Pages: 351-381

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    Handle: RePEc:eee:econom:v:17:y:1981:i:3:p:351-381

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Jason Abrevaya, 2002. "Computing Marginal Effects In The Box-Cox Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 383-393.
    2. Powell, James L., 1996. "Rescaled methods-of-moments estimation for the Box-Cox regression model," Economics Letters, Elsevier, vol. 51(3), pages 259-265, June.
    3. Weigand, Roland, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems 478, University of Regensburg, Department of Economics.
    4. Y Nishiyama & Peter M Robinson, 1999. "Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi A," STICERD - Econometrics Paper Series /1999/374, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    5. Jensen, Helen H. & Yen, Steven, 1996. "U.S. Food Expenditures Away from Home by Type of Meal," Staff General Research Papers 922, Iowa State University, Department of Economics.
    6. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt-Universit├Ąt Berlin, Center for Applied Statistics and Economics (CASE).
    7. Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June.
    8. Yen, Steven T. & Dellenbarger, Lynn E. & Schupp, Alvin R., 1995. "Determinants Of Participation And Consumption: The Case Of Crawfish In South Louisiana," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 27(01), July.
    9. Malik Muhammad Shehr Yar & Attiya Yasmin Javid, 2014. "Liquidity Benefits From Underpricing: Evidence from Initial Public Offerings Listed at Karachi Stock Exchange," PIDE-Working Papers 2014:101, Pakistan Institute of Development Economics.
    10. Rulon D. Pope & Jeffrey T. LaFrance, 2013. "Robust Error Specification in a Production System," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(3), pages 669-684.
    11. Komunjer, Ivana, 2009. "Global identification of the semiparametric Box-Cox model," Economics Letters, Elsevier, vol. 104(2), pages 53-56, August.
    12. Savin, N.E. & Wurtz, Allan H., 2001. "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers 2001-01, University of Iowa, Department of Economics.
    13. Kim, Minbo & CarterHill, R., 1995. "Shrinkage estimation in nonlinear regression The Box-Cox transformation," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 1-33.
    14. Delgado, Miguel A. & Fiteni, Inmaculada, 2002. "External bootstrap tests for parameter stability," Journal of Econometrics, Elsevier, vol. 109(2), pages 275-303, August.
    15. Kazumitsu Nawata, 2013. "A new estimator of the Box-Cox transformation model using moment conditions," Economics Bulletin, AccessEcon, vol. 33(3), pages 2287-2297.

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