Yang, Zhenlin; Tse, Yiu Kuen - School of Economics, Singapore Management University - 2004
Using the Box-Cox regression model with heteroscedasticity, we examine the size distribution of firms. Analyzing the … against the Box-Cox quantile regression method. In particular, we are able to answer the key questions addressed by Machado … intervals of the regression quantiles are easy to compute, and the estimation of the Box-Cox heteroscedastic regression model is …