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A solution to log of dependent variables with negative observations |
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| Authors: | Karakaplan Mustafa U Kutlu Levent Tsionas Mike G |
| Institution: | 1.Department of Finance, University of South Carolina, Darla Moore School of Business, 1014 Greene Street, Columbia, SC, 29208, USA ;2.Department of Economics and Finance, University of Texas Rio Grande Valley, 1201 W University Dr, Edinburg, TX, 78539, USA ;3.Lancaster University Management School, Bailrigg, LA1 4YX, UK ;4.Montpellier Business School, 2300 Avenue des Moulins, 34080, Montpellier, France ; |
| Abstract: | Journal of Productivity Analysis - Negative observations pose a problem in econometric models that apply log-transformation to the data. We propose a simple yet effective solution to this problem... |
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