Search Results - subject:"Box Cox transform"

Testing Linearity Using Power Transforms of Regressors

Baek, Yae In; Cho, Jin Seo; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2013

We develop a method of testing linearity using power transforms of regressors, allowing for stationary processes and time trends. The linear model is a simplifying hypothesis that derives from the power transform model in three different ways, each producing its own identification problem. We...

Persistent link: https://www.econbiz.de/10010895656

Testing Linearity Using Power Transforms of Regressors

BAEK, YAE IN; Cho, Jin Seo; PHILLIPS, PETER C.B. - Economic Research Institute, College of Business and … - 2015

Persistent link: https://www.econbiz.de/10011273268

Testing linearity using power transforms of regressors

Baek, Yaein; Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of econometrics 187 (2015) 1, pp. 376-384

Persistent link: https://www.econbiz.de/10011499536

Differences in European mortality rates : a geometric approach on the age-period plane

Christiansen, Marcus C.; Spodarev, Evgenij; Unseld, Verena - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 477-502

Persistent link: https://www.econbiz.de/10011397239

Conditioned likelihood estimation of nonnormal distributions : risk estimation of credit portfolios in stressed markets

Oteng-Amoako, Kingsley - In: The journal of risk model validation 8 (2014) 3, pp. 3-31

Persistent link: https://www.econbiz.de/10010423915

Efficient estimation of the mode of continuous multivariate data

Hsu, Chih-Yuan; Wu, Tiee-Jian - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 148-159

to continuous multivariate data by using the multivariate Box–Cox transform. The excellent performance of the proposed …

Persistent link: https://www.econbiz.de/10010871341