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An alternative to the box-cox transformation in model discrimination

Authors
Journal
Economics Letters
0165-1765
Publisher
Elsevier
Publication Date
Volume
19
Issue
4
Identifiers
DOI: 10.1016/0165-1765(85)90231-9
Disciplines
  • Mathematics

Abstract

Abstract This paper proposes an alternative to the Box-Cox transformation. The alternative transformation, utilizing three runs of regressions, simplifies maximum likelihood estimation of the nesting parameter for model discrimination.

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