* SHAZAM Example: Estimating a model of the US population growth using
* Box-Cox transformation specifications
* Author: Skif Pankov
* 
* Source:
* Damodar N. Gujarati and Dawn C. Porter, Basic Econometrics - 5th Edition
* McGraw-Hill International Edition
* Chapter 14, Example 14.4 (page 534)
*
* Analytical Techniques Demonstrated:
*   Box-Cox regression specification
*
* Description: We illustrate how to run a Box-Cox regression which explicitly
* specifies the value of lambda parameter to be used
*
sample 1 38

* Reading the datafile and naming variables
read (data_14.3.shd) t y

* Running a Box-Cox regression with lambda = -1
box y t / restrict
lambda y = -1
end

* Running a Box-Cox regression with lambda = 0
box y t / restrict
lambda y = 0
end

* Running a Box-Cox regression with lambda = 1
box y t / restrict
lambda y = 1
end

stop