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How do I use the Box-Cox command for panel data estimation?

asked 2015-04-17 16:52:15 +0000

Tolu gravatar image

I have a panel data of US states and want to implement a Box-Cox regression. Does SHAZAM allow this? What is the command?

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answered 2015-04-27 20:03:24 +0000

Discussing this here, the suggested approach is that you might try a straight Box Cox to get an idea of functional form i.e. whether linear, log etc. Then you might use that transformation to transform the data then use the POOL command (Cross Sectional Time Series).

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Asked: 2015-04-17 16:52:15 +0000

Seen: 3,330 times

Last updated: Apr 17 '15