Transforming the Dependent Variable in Regression Models
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Publication:3497101
DOI10.2307/2526842zbMATH Open0711.62104OpenAlexW2093168507MaRDI QIDQ3497101FDOQ3497101
Authors: James G. Mackinnon, Lonnie Magee 
Publication date: 1990
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526842
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Cited In (15)
- Arch model with Box-Cox transformed dependent variable
- Testing normality: a GMM approach
- Estimation of a semiparametric transformation model: a novel approach based on least squares minimization
- Improved density and distribution function estimation
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- Some Alternatives to the Box-Cox Regression Model
- Inference on transformed stationary time series
- A concave log-like transformation allowing non-positive values
- Estimation of fully nonparametric transformation models
- Optimal choice of IHS-type of transformations for log-linear modeling
- Inference for general parametric functions in box-Cox-type transformation models
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- Scale equivariance and the Box-Cox transformation
- Generalized LM tests for functional form and heteroscedasticity
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
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