EconPapers    
Economics at your fingertips  
 

Modelling firm-size distribution using Box-Cox heteroscedastic regression

Y. K. Tse () and Zhenlin Yang ()

Journal of Applied Econometrics, 2006, vol. 21, issue 5, 641-653

Abstract: Using the Box-Cox regression model with heteroscedasticity (BCHR), we re-examine the size distribution of the Portuguese manufacturing firms studied by Machado and Mata (2000) using the Box-Cox quantile regression (BCQR) method. We show that the BCHR model compares favourably against the BCQR method. In particular, the BCHR model can answer the key questions addressed by the BCQR method, with the advantage that the estimated quantile functions are monotonic. Furthermore, estimation of the BCHR model is straightforward and the confidence intervals of the BCHR regression quantiles are easy to compute. Copyright © 2006 John Wiley & Sons, Ltd.

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1002/jae.870 Link to full text; subscription required (text/html)
http://qed.econ.queensu.ca:80/jae/2006-v21.5/ Supporting data files and programs (text/html)

Related works:
Working Paper: Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression (2004) Downloads
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:jae:japmet:v:21:y:2006:i:5:p:641-653

Ordering information: This journal article can be ordered from
http://www3.intersci ... e.jsp?issn=0883-7252

Access Statistics for this article

Journal of Applied Econometrics is currently edited by M. Hashem Pesaran

More articles in Journal of Applied Econometrics from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing ().

 
Page updated 2019-08-20
Handle: RePEc:jae:japmet:v:21:y:2006:i:5:p:641-653