Testing for the effects of omitted power transformations

Jin Seo Cho () and Isao Ishida

Economics Letters, 2012, vol. 117, issue 1, 287-290

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.

Keywords: Power transformation; Twofold identification; Quasi-likelihood ratio test (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (16)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165176512002972
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:117:y:2012:i:1:p:287-290

DOI: 10.1016/j.econlet.2012.05.029

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().