The logged dependent variable, heteroscedasticity, and the retransformation problem

Manning, W. (1998). The logged dependent variable, heteroscedasticity, and the retransformation problem. Manning.

Type

Book chapter

Intellectual base

Review or monograph

Year

1998

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Smearing retransformation
  • … identity and a convenient observable transfers from A canonical example satisfies the full defining rule of Smearing retransformation with assumptions and conventions explicit. to A careful use of Smearing retransformation tests the constitutive rule and nearest confusable rather than relying on the label alone..

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