Power Transformations and Unit Mean and Constant Variance Assumptions of the Multiplicative Error Model: The Generalized Gamma Distribution
J. Ohakwe & D. C. Chikezie · Journal of Advances in Mathematics and Computer Science · 2013
Aims: To study the implications of power transformations namely; inverse-square-root, inverse, inverse-square and square transformations on the error component of the multiplicative error and determine whether the unit-mean and constant variance assumptions of the model are eithe...
Open access
Research Article
10.9734/BJMCS/2014/6464