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Functional Form in Regression Models of Tobins strongqstrong.pdf

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Functional Form in Regression Models of Tobins q Author(s): Barry T. Hirsch and Terry G. Seaks Reviewed work(s): Source: The Review of Economics and Statistics, Vol. 75, No. 2 (May, 1993), pp. 381-385 Published by: The MIT Press Stable URL: /stable/2109449 . Accessed: 19/04/2012 18:27 Your use of the JSTOR archive indicates your acceptance of the Terms Conditions of Use, available at . /page/info/about/policies/terms.jsp JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@. The MIT Press is collaborating with JSTOR to digitize, preserve and extend access to The Review of Economics and Statistics. NOTES 381 FUNCTIONAL FORM IN REGRESSION MODELS OF TOBINS q Barry T. Hirsch and Terry G. Seaks* Abstract-The Box-Coxtransformation is used to compare market valuemodel.For example,let M be the market alternative functionalformsof market value equations.Based value of the firm(the value of equityplus debt),VKthe on evidencefrom a panel of 480 publicly-traded U.S. manu- facturing value of the physicalcapitalstock, VI the value of the companiesand two additionaldata sets used previ- ously in the literature,the semilog form of a Tobins q intangiblecapital stock, and VOthe val