Search Results - subject:"boxcox"

Functional coefficient cointegration models with Box-Cox transformation

Lin, Yingqian; Tu, Yundong - In: Economics letters 234 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015065927

Loss modeling with many-parameter distributions

Bølviken, Erik; Hobæk Haff, Ingrid - In: Scandinavian actuarial journal 2024 (2024) 8, pp. 763-780

Persistent link: https://www.econbiz.de/10015185058

The chi-square standardization, combined with Box-Cox transformation, is a valid alternative to transforming to logratios in compositional data analysis

Greenacre, Michael J. - 2023

Persistent link: https://www.econbiz.de/10013556649

The generalised translog cost function to estimate tariffs for potable water : the case of Tunisia

Ben Amor, Tawfik - 2022

Persistent link: https://www.econbiz.de/10014252918

The nonparametric Box-Cox model for high-dimensional regression analysis

Zhou, He; Zou, Hui - In: Journal of econometrics 239 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015074573

Essays in econometrics with focus on smooth minimum distance inference

Becker, Daniel - 2021

Persistent link: https://www.econbiz.de/10013285043

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form. The trade of gold futures relates to seasons, festivity, and...

Persistent link: https://www.econbiz.de/10012617371

Box-Cox transformations of terms nesting the Trans-Log : the example of rail infrastructure maintenance cost

Gaudry, Marc J. I.; Quinet, Emile - 2016

Persistent link: https://www.econbiz.de/10011674401

Effects of life expectancy on economic growth: New results using the flexible Box-Cox power transformation model

Okunade, Albert; Osmani, Ahmad - In: Applied Economics Letters (2020) Latest Articles

. Maximum likelihhod (ML) estimates are obtained based on the monotonic nonlinear flexible Box-Cox power transformation … the more robust flexible Box-Cox power model outperforms the restrictive linear and log specifications fitted in past work …) elasticity of income (INC), new results from the preferred fully flexible Box-Cox model incorporating the nonlinear effect yield …

Persistent link: https://www.econbiz.de/10012145852

A general family of autoregressive conditional duration models applied to high-frequency financial data

Cunha, Danúbia R.; Vila, Roberto; Saulo, Helton; … - In: Journal of Risk and Financial Management 13 (2020) 3, pp. 1-20

-ACD models by using a Box-Cox transformation with a shape parameter lambda to the conditional median dynamics and an asymmetric …

Persistent link: https://www.econbiz.de/10012611276