Title of article
Rescaled methods-of-moments estimation for the Box-Cox regression model
Author/Authors
Powell، نويسنده , , James L. ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
7
From page
259
To page
265
Abstract
To eliminate an inconsistent minimizer (at infinity) for a generalized method-of-moments (GMM) estimator for the Box-Cox regression model, the minimand is rescaled using the geometric mean of the dependent variable. This rescaling does not affect the asymptotic distribution of the consistent root.
Keywords
rescaling , Box-Cox regression , Non-linear two-stage least squares , Generalized method-of-moments
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434124
Link To Document