The logged dependent variable, heteroscedasticity, and the retransformation problem

被引：615

作者：

Manning, WG ^{[1
]}

机构：

[1] Univ Chicago, Dept Hlth Studies, Chicago, IL 60637 USA

来源：

关键词：

heteroscedasticity; retransformation; logged dependent variable;

D O I：

10.1016/S0167-6296(98)00025-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：283 / 295

页数：13

共 17 条

[1]

BOX G, 1964, J ROYAL STAT SOC B, P211

[2] SMEARING ESTIMATE - A NONPARAMETRIC RETRANSFORMATION METHOD [J].

DUAN, N .

[3]

Duan N., 1983, J EC BUSINESS STATIS, V1, P115, DOI [DOI 10.1080/07350015.1983.10509330, DOI 10.2307/1391852]

[4]

Duan N., 1984, J BUS ECON STAT, V2, P283, DOI DOI 10.1080/07350015.1984.10509396

[5]

ETTNER EL, 1996, RISK ADJUSTMENT MENT

[6]

Greene, 2003, ECONOMETRIC ANAL, P1241

[7]

Johnson N., 1994, CONTINUOUS UNIVARIAT, V1, DOI DOI 10.1016/0167-9473(96)90015-8

[8]

KENNEDY P, 1983, OXFORD B ECON STAT, V45, P389

[9]

Kennedy P., 1992, A Guide to Econometrics

[10]

KENNEDY PE, 1981, AM ECON REV, V71, P801