COMPUTING MARGINAL EFFECTS IN THE BOX-COX MODEL

Jason Abrevaya

Econometric Reviews, 2002, vol. 21, issue 3, pages 383-393

Abstract: This paper considers computation of fitted values and marginal effects in the Box-Cox regression model. Two methods, 1 the "smearing" technique suggested by Duan (see Ref. [10]) and 2 direct numerical integration, are examined and compared with the "naive" method often used in econometrics.

Keywords: Marginal effects; Box-Cox model; JEL Classification: C13; C21 (search for similar items in EconPapers)
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