{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,10,19]],"date-time":"2023-10-19T06:11:07Z","timestamp":1697695867425},"reference-count":10,"publisher":"Wiley","issue":"5","license":[{"start":{"date-parts":[[2006,7,27]],"date-time":"2006-07-27T00:00:00Z","timestamp":1153958400000},"content-version":"vor","delay-in-days":26,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2006,7]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>Using the Box\u2013Cox regression model with heteroscedasticity (BCHR), we re\u2010examine the size distribution of the Portuguese manufacturing firms studied by Machado and Mata (<jats:ext-link xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" xlink:href=\"#bib7\">2000<\/jats:ext-link>) using the Box\u2013Cox 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 \u00a9 2006 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.870","type":"journal-article","created":{"date-parts":[[2006,7,27]],"date-time":"2006-07-27T10:16:32Z","timestamp":1153995392000},"page":"641-653","source":"Crossref","is-referenced-by-count":3,"title":["Modelling firm\u2010size distribution using Box\u2013Cox heteroscedastic regression"],"prefix":"10.1002","volume":"21","author":[{"given":"Z. L.","family":"Yang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Y. K.","family":"Tse","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2006,7,27]]},"reference":[{"key":"e_1_2_6_2_1","doi-asserted-by":"publisher","DOI":"10.2307\/2287261"},{"key":"e_1_2_6_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01599-U"},{"key":"e_1_2_6_4_1","doi-asserted-by":"publisher","DOI":"10.2307\/146316"},{"key":"e_1_2_6_5_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4899-2873-3"},{"key":"e_1_2_6_6_1","doi-asserted-by":"publisher","DOI":"10.1017\/CCOL0521444594.005"},{"key":"e_1_2_6_7_1","doi-asserted-by":"publisher","DOI":"10.1016\/0278-4254(94)00022-S"},{"key":"e_1_2_6_8_1","doi-asserted-by":"publisher","DOI":"10.1002\/1099-1255(200005\/06)15:3<253::AID-JAE559>3.0.CO;2-8"},{"key":"e_1_2_6_9_1","doi-asserted-by":"publisher","DOI":"10.1080\/135048599352321"},{"key":"e_1_2_6_10_1","unstructured":"YangZL TseYK.2002.A corrected plug\u2010in method for the quantile confidence interval of a transformed regression. SMU Economics & Statistics Working Paper Series #22\u20102002 (www.sess.smu.edu.sg\/research\/ research_introduction.htm)."},{"key":"e_1_2_6_11_1","doi-asserted-by":"crossref","first-page":"331","DOI":"10.1111\/1467-9884.00363","article-title":"Quantile regression; applications and current research areas","volume":"52","author":"Yu K","year":"2003","journal-title":"The Statistician"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.870","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.870","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,18]],"date-time":"2023-10-18T11:40:45Z","timestamp":1697629245000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.870"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,7]]},"references-count":10,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2006,7]]}},"alternative-id":["10.1002\/jae.870"],"URL":"https:\/\/doi.org\/10.1002\/jae.870","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2006,7]]}}}