HETEROSCEDASTICITY AND THE USE OF BOX-COX TRANSFORMATIONS

被引：28

作者：

GAUDRY, MJI

DAGENAIS, MG

机构：

[1] Université de Montréal, Montréal

来源：

ECONOMICS LETTERS | 1979年 / 2卷 / 03期

关键词：

D O I：

10.1016/0165-1765(79)90026-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Direct and inverse power Box-Cox transformations are used to characterize the form of heteroscedasticity in models where the variables themselves are subjected to direct Box-Cox transformations. Resulting formulations are extended to take serial correlation simultaneousy into account. © 1979.

引用

页码：225 / 229

页数：5

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