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Testing Linear and Loglinear Regressions against Box-Cox Alternatives

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Cited by:

  1. . Luigi Ermini & David Hendry, "undated". "Log income versus linear income: an application of the encompassing principl," Economics Papers W6, Economics Group, Nuffield College, University of Oxford.
  2. Yu Hsing, 2006. "Responses of output in Poland to shocks to the exchange rate, the stock price, and other macroeconomic variables: a VAR model," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 1017-1022.
  3. Jiménez, Gabriel & Mencía, Javier, 2009. "Modelling the distribution of credit losses with observable and latent factors," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 235-253, March.
  4. Badi H. Baltagi & Dong Li, 2001. "LM Tests for Functional Form and Spatial Error Correlation," International Regional Science Review, , vol. 24(2), pages 194-225, April.
  5. Davidson, R. & MacKinnon & J.G., 1999. "Artificial Regressions," G.R.E.Q.A.M. 99a04, Universite Aix-Marseille III.
  6. Kiviet, Jan F. & Dufour, Jean-Marie, 1997. "Exact tests in single equation autoregressive distributed lag models," Journal of Econometrics, Elsevier, vol. 80(2), pages 325-353, October.
  7. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
  8. Å aszkiewicz, Edyta & Heyman, Axel & Chen, Xianwen & Cimburova, Zofie & Nowell, Megan & Barton, David N, 2022. "Valuing access to urban greenspace using non-linear distance decay in hedonic property pricing," Ecosystem Services, Elsevier, vol. 53(C).
  9. Marc Gaudry & Emile Quinet, 2016. "Box-Cox transformations of terms nesting the Trans-Log: the example of rail infrastructure maintenance cost," PSE Working Papers halshs-01261980, HAL.
  10. Rey, Serge, 2009. "L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(2), pages 131-181, juin.
  11. Alfons Oude Lansink & Geert Thijssen, 1998. "Testing among functional forms: an extension of the Generalized Box-Cox formulation," Applied Economics, Taylor & Francis Journals, vol. 30(8), pages 1001-1010.
  12. Link, Heike, 2006. "An econometric analysis of motorway renewal costs in Germany," Transportation Research Part A: Policy and Practice, Elsevier, vol. 40(1), pages 19-34, January.
  13. Majumdar, Sumit K. & Chakravarty, Sujoy & Chang, Hsihui, 2009. "Financial considerations and technology investment patterns in a network industry," Technology in Society, Elsevier, vol. 31(1), pages 42-52.
  14. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
  15. Marc Gaudry & Emile Quinet, 2016. "Box-Cox transformations of terms nesting the Trans-Log: the example of rail infrastructure maintenance cost," Working Papers halshs-01261980, HAL.
  16. Yu Hsing, 2005. "Effects of Macroeconomic Policies and Stock Market Performance on the Estonian Economy," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(2), pages 109-116.
  17. Kiviet, Jan F. & Phillips, Garry D.A., 2012. "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.
  18. Link, Heike & Nilsson, Jan-Eric, 2005. "Infrastructure," Research in Transportation Economics, Elsevier, vol. 14(1), pages 49-83, January.
  19. Maria Cristina Abad Navarro, 2003. "Utilidad de una Medida de la Eficiencia en la Generación de Ventas para la Predicción del Resultado," Working Papers 0307, Departament Empresa, Universitat Autònoma de Barcelona, revised Sep 2003.
  20. Marzio Galeotti & Alessandro Lanza, 1999. "Desperately Seeking (Environmental) Kuznets," Working Papers 1999.2, Fondazione Eni Enrico Mattei.
  21. T J Fik & G F Mulligan, 1998. "Functional Form and Spatial Interaction Models," Environment and Planning A, , vol. 30(8), pages 1497-1507, August.
  22. Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
  23. John J. Beggs, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 81-101, June.
  24. Yu Hsing, 2005. "Impacts of macroeconomic policies on the Latvian output and policy implications," Applied Economics Letters, Taylor & Francis Journals, vol. 12(8), pages 467-471.
  25. Li Dong & Le Canh, 2010. "Nonlinearity and Spatial Lag Dependence: Tests Based on Double-Length Regressions," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-18, June.
  26. David Vincent, 2023. "A robust test for linear and log-linear models against Box-Cox alternatives," UK Stata Conference 2023 20, Stata Users Group.
  27. Sam Jones, 2020. "Testing the Technology of Human Capital Production: A General‐to‐Restricted Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1429-1455, December.
  28. Marc Gaudry & Emile Quinet, 2009. "Track wear-and-tear cost by traffic class: Functional form, zero output levels and marginal cost pricing recovery on the French rail network," Working Papers halshs-00574977, HAL.
  29. Uri, Noel D. & Hyberg, Bengt, 1996. "Differentiation And Implicit Prices Of U.S. Wheat Exports," Journal of Food Distribution Research, Food Distribution Research Society, vol. 27(2), pages 1-14, July.
  30. Beggs, John J, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(185), pages 81-101, June.
  31. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
  32. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
  33. Baltagi, Badi H., 1997. "Testing linear and loglinear error components regressions against Box-Cox alternatives," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 63-68, April.
  34. repec:ebl:ecbull:v:15:y:2005:i:5:p:1-10 is not listed on IDEAS
  35. Gaudry, Marc, 2018. "The utility of journeys, from Dupuit's constant-time bridge crossing hops to commutes of chosen duration and reliability in the Paris region," Transport Policy, Elsevier, vol. 70(C), pages 53-68.
  36. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
  37. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
  38. James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.
  39. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  40. Sarkar, Nityananda, 2000. "Arch model with Box-Cox transformed dependent variable," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 365-374, December.
  41. Yuhsing, 2006. "Macroeconomic policies and output fluctuations in slovakia: Application of the taylor rule," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 53(2), pages 249-259, June.
  42. Rajiv D. Banker & Raj Mashruwala, 2007. "The Moderating Role of Competition in the Relationship between Nonfinancial Measures and Future Financial Performance," Contemporary Accounting Research, John Wiley & Sons, vol. 24(3), pages 763-793, September.
  43. repec:ebl:ecbull:v:15:y:2005:i:6:p:1-9 is not listed on IDEAS
  44. Yu Hsing, 2005. "Application of the IS-MP-IA model to the German economy and policy implications," Economics Bulletin, AccessEcon, vol. 15(5), pages 1-10.
  45. Mark Dickie & Charles Delorme & Jeffrey Humphreys, 1997. "Hedonic prices, goods-specific effects and functional form: inferences from cross-section time series data," Applied Economics, Taylor & Francis Journals, vol. 29(2), pages 239-249.
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