IDEAS home Printed from https://ideas.repec.org/p/mtl/montde/7814.html

The Use of Box-Cox Transformations in Regression Models with Heteroskedastic Autoregressive Residuals

Author

Listed:
  • Gaudry, M.J.I.
  • Dagenais, M.G.

Abstract

No abstract is available for this item.

Suggested Citation

  • Gaudry, M.J.I. & Dagenais, M.G., 1978. "The Use of Box-Cox Transformations in Regression Models with Heteroskedastic Autoregressive Residuals," Cahiers de recherche 7814, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:7814
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/1866/2134
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Gaudry, M.J.I. & Wills, M.J., 1977. "Estimating the Functional Form of Travel Demand Models," Cahiers de recherche 7702, Universite de Montreal, Departement de sciences economiques.
    2. Spitzer, John J, 1976. "The Demand for Money, the Liquidity Trap, and Functional Forms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(1), pages 220-227, February.
    3. Beach, Charles M & MacKinnon, James G, 1978. "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors," Econometrica, Econometric Society, vol. 46(1), pages 51-58, January.
    4. Spitzer, John J., 1977. "A simultaneous equations system of money demand and supply using generalized functional forms," Journal of Econometrics, Elsevier, vol. 5(1), pages 117-128, January.
    5. Savin, N. E. & White, Kenneth J., 1978. "Estimation and testing for functional form and autocorrelation : A simultaneous approach," Journal of Econometrics, Elsevier, vol. 8(1), pages 1-12, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Johnson, Lester W., 1978. "Estimation of a General Class of Demand Functions for Meat in Australia," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 46(02), pages 1-10, August.
    2. Daniel J. Khazzoom, 1987. "The Demand for Insulation—A Study in the Household Demand for Conservation," The Energy Journal, , vol. 8(3), pages 73-92, July.
    3. Tse, Y. K., 1984. "Testing linear and log-linear regressions with autocorrelated errors," Economics Letters, Elsevier, vol. 14(4), pages 333-337.
    4. Okunade, Albert A. & Cochran, Mark J., 1991. "Functional Forms and Farm-Level Demand for Pecans by Variety," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 23(2), pages 95-102, December.
    5. Bernstein, Ronald & Madlener, Reinhard, 2015. "Short- and long-run electricity demand elasticities at the subsectoral level: A cointegration analysis for German manufacturing industries," Energy Economics, Elsevier, vol. 48(C), pages 178-187.
    6. Robert Mulligan, 1996. "Export-import endogeneity in the context of the Thirlwall- Hussain model: an application of the Durbin-Wu-Hausman test incorporating a Monte Carlo experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 3(4), pages 275-279.
    7. Uri, Noel D., 1995. "Estimating the U.S. demand for sugar in the presence of measurement error in the data," Journal of Policy Modeling, Elsevier, vol. 17(1), pages 59-83, February.
    8. Blaylock, James R. & Smallwood, David M., 1983. "Box-Cox Transformations And Error Term Specification In Demand Models," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(01), pages 1-8, July.
    9. John Baffes & Xiaoli Etienne, 2024. "Yield growth patterns of food commodities: Insights and challenges," PLOS ONE, Public Library of Science, vol. 19(11), pages 1-21, November.
    10. James G. MacKinnon, 1978. "On the Role of Jacobian Terms in Maximum Likelihood Estimation," Working Paper 304, Economics Department, Queen's University.
    11. K. Ayinde & A. F. Lukman & O.T. Arowolo, 2015. "Combined Parameters Estimation Methods of Linear Regression Model with Multicollinearity and Autocorrelation," Journal of Asian Scientific Research, Asian Economic and Social Society, vol. 5(5), pages 243-250, May.
    12. Bischoff, Charles W. & Kokkelenberg, Edward C. & Terregrossa, Ralph A., 1990. "Tax Policy and Business Fixed Investment During the Regan Era," Staff Papers 121533, Cornell University, Department of Applied Economics and Management.
    13. Erkin Bairam, 1994. "The elasticity of scale in large New York Stock Exchange companies and corporations, 1975-92," Applied Economics Letters, Taylor & Francis Journals, vol. 1(8), pages 134-137.
    14. Joachim Zietz & Bichaka Fayissa, 1992. "R & D expenditures and import competition: Some evidence for the U.S," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 52-66, March.
    15. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
    16. Teresa Alpuim & Abdel El-Shaarawi, 2008. "On the efficiency of regression analysis with AR(p) errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(7), pages 717-737.
    17. Dean C. Mountain, 2012. "Real-time Feedback and Residential Electricity Consumption: The Newfoundland and Labrador Pilot," Social and Economic Dimensions of an Aging Population Research Papers 294, McMaster University.
    18. Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
    19. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
    20. Andrews, Donald W K, 1986. "A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model," Econometrica, Econometric Society, vol. 54(3), pages 687-698, May.

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mtl:montde:7814. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sharon BREWER (email available below). General contact details of provider: https://edirc.repec.org/data/demtlca.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.