Testing for the effects of omitted power transformations

Jin Seo Cho, Isao Ishida

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

We use the quasi-likelihood ratio statistic to test the hypothesis that a power transformation is ineffective. The null is not standard because a parameter is unidentified, and we can also let the power coefficient be zero for the null.

Original languageEnglish
Pages (from-to)287-290
Number of pages4
JournalEconomics Letters
Volume117
Issue number1
DOIs
Publication statusPublished - 2012 Oct 1

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Power transformation
Likelihood ratio statistic
Coefficients
Quasi-likelihood
Testing

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

Cite this

Cho, Jin Seo ; Ishida, Isao. / Testing for the effects of omitted power transformations. In: Economics Letters. 2012 ; Vol. 117, No. 1. pp. 287-290.
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Testing for the effects of omitted power transformations. / Cho, Jin Seo; Ishida, Isao.

In: Economics Letters, Vol. 117, No. 1, 01.10.2012, p. 287-290.

Research output: Contribution to journalArticle

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