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  • Search: subject:"Box–Cox transformation"
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Year of publication
Subject
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Box-Cox transformation 61 Estimation theory 17 Schätztheorie 17 Box–Cox transformation 12 Box-Cox-Transformation 9 Estimation 9 Schätzung 9 Theorie 6 Theory 6 Time series analysis 6 Volatility 6 Volatilität 6 Zeitreihenanalyse 6 Mean Reversion 5 Box-Cox Transformation 4 Deutschland 4 Nonstandard distribution 4 Statistical distribution 4 Statistische Verteilung 4 Stochastic process 4 Stochastischer Prozess 4 designation of origin 4 hedonic prices 4 stability tests 4 wealth effect 4 ARCH model 3 ARCH-Modell 3 Brownian Motion 3 Constant Elasticity of Volatility 3 Cost function 3 Demand and Price Analysis 3 Dienstleistung 3 Economic growth 3 Forecasting model 3 Germany 3 Hedonischer Preisindex 3 Kostenfunktion 3 Mean reversion 3 Nichtlineare Regression 3 Nonlinear regression 3
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Online availability
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Free 54 Undetermined 30 CC license 1
Type of publication
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Article 60 Book / Working Paper 38
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Graue Literatur 13 Non-commercial literature 13 Working Paper 13 Arbeitspapier 11 Article 2 Congress Report 1 Hochschulschrift 1
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Language
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English 51 Undetermined 43 Spanish 2 German 1 French 1
Author
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Huang, Jian 6 Kobayashi, Masahito 6 McAleer, Michael 6 Hsing, Yu 5 Bazen, Stephen 3 Falk, Martin 3 Joutard, Xavier 3 Magdalou, Brice 3 Maurer, Raimond 3 Nawata, Kazumitsu 3 Pitzer, Martin 3 Sebastian, Steffen 3 Clements, Adam 2 Cunha, Danúbia R. 2 Fernandez, Rodrigo Nobre 2 Fitzenberger, Bernd 2 Gonzalez-Perez, Maria T. 2 Gracia, Azucena 2 Guerrero, David E. 2 Huang, Chung L. 2 Koebel, Bertrand M. 2 Lin, Biing-Hwan 2 Lin, Yingqian 2 Okunade, Albert A. 2 Osmani, Ahmad Reshad 2 Perez y Perez, Luis 2 Perez, Luis Perez y 2 Planas, Christophe 2 Preve, Daniel P. A. 2 Proietti, Tommaso 2 Rossi, Alessandro 2 Royo, Azucena Gracia 2 Sanjuan, Ana I. 2 Saulo, Helton 2 Tran, Kien C. 2 Tu, Yundong 2 Vila, Roberto 2 Wilke, Ralf A. 2 Yang, Zhenlin 2 Alhajhoj, Hassan R. 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural Economics Society - AES 1 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, University of Connecticut 1 Dipartimento di Economia, Università degli Studi di Perugia 1 EconWPA 1 Economics Department, Queen's University 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 European Association of Agricultural Economists - EAAE 1 Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute of Economic Research, Kyoto University 1 International Association of Agricultural Economists - IAAE 1 School of Economics, Singapore Management University 1
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Published in...
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Economics Bulletin 3 Metrika 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 ZEW discussion papers 3 Annals of the Institute of Statistical Mathematics 2 International Journal of Agricultural Resources, Governance and Ecology 2 MPRA Paper 2 Monash Econometrics and Business Statistics Working Papers 2 Working paper 2 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 1 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 1 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 1 African journal of agricultural and resource economics : AfJARE 1 Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society 1 Applied Economics Letters 1 Applied economics letters 1 Asia-Pacific financial markets 1 CORE Discussion Papers 1 Computational Statistics 1 Construction Management and Economics 1 Discussion paper 1 Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung 1 Discussion paper series / IZA 1 Documentos de Trabajo del ICAE 1 Dynamic Econometric Models 1 Econometric Institute Research Papers 1 Econometric Institute research papers 1 Econometrics 1 Economia Agraria y Recursos Naturales 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Economics letters 1 Economía teoría y práctica 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Health economics 1 IZA Discussion Papers 1 International Journal of Biostatistics 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of computational economics and econometrics : IJCEE 1
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Source
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RePEc 55 ECONIS (ZBW) 35 EconStor 4 BASE 2 USB Cologne (business full texts) 1 USB Cologne (EcoSocSci) 1
Showing 11 - 20 of 98
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The slice sampler and centrally symmetric distributions
Planas, Christophe; Rossi, Alessandro - 2018
focus on the Box-Cox transformation with parameters chosen to minimize a measure of skewness. This strategy is illustrated …
Persistent link: https://www.econbiz.de/10012055426
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The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
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Affordable care act and disparities in health services utilization among ethnic minoritiy breast cancer survivors : evidence from longitudinal medical expenditure panel surveys 2008-2015
White-Means, Shelley I.; Osmani, Ahmad Reshad - 2018
Breast cancer is the most prevalent female cancer in the US. Incidence rates are similar for white and black women, but mortality rates are higher for black women. Scant evidence exists on how heath care reform policies differentially affect the use of health care services among racial/ethnic...
Persistent link: https://www.econbiz.de/10011953817
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Valoración hedónica de la inseguridad en la determinación de precios de viviendas en Acapulco de Juárez, Guerrero
Delgado Fernández, Joaquín; Wences Nájera, Giovanni - In: Economía teoría y práctica 49 (2018), pp. 143-164
Persistent link: https://www.econbiz.de/10012203099
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Cover Image
The slice sampler and centrally symmetric distributions
Planas, Christophe; Rossi, Alessandro - 2018
- cus on the Box-Cox transformation with parameters chosen to minimize a measure of skewness. This strategy is illustrated …
Persistent link: https://www.econbiz.de/10012055009
Saved in:
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Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon - In: Quantitative finance 21 (2021) 11, pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
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A practical guide to harnessing the HAR volatility model
Clements, Adam; Preve, Daniel P. A. - In: Journal of banking & finance 133 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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An Oaxaca Decomposition for Nonlinear Models
Bazen, Stephen; Joutard, Xavier; Magdalou, Brice - 2016
The widely used Oaxaca decomposition applies to linear models. Extending it to commonly used nonlinear models such as duration models is not straightforward. This paper shows that the original decomposition that uses a linear model can also be obtained by an application of the mean value...
Persistent link: https://www.econbiz.de/10011494281
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An Oaxaca decomposition for nonlinear models
Bazen, Stephen; Joutard, Xavier; Magdalou, Brice - 2016
The widely used Oaxaca decomposition applies to linear models. Extending it to commonly used nonlinear models such as duration models is not straightforward. This paper shows that the original decomposition that uses a linear model can also be obtained by an application of the mean value...
Persistent link: https://www.econbiz.de/10011458881
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Effects of life expectancy on economic growth : new results using the flexible Box-Cox power transformation model
Okunade, Albert A.; Osmani, Ahmad Reshad - In: Applied economics letters 27 (2020) 20, pp. 1681-1684
Persistent link: https://www.econbiz.de/10012315767
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