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|Title:||A score test for Box-Cox functional form||Authors:||Yang, Z.
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|Issue Date:||2003||Citation:||Yang, Z., Abeysinghe, T. (2003). A score test for Box-Cox functional form. Economics Letters 79 (1) : 107-115. ScholarBank@NUS Repository. https://doi.org/10.1016/S0165-1765(02)00294-X||Abstract:||This paper presents two score tests to determine a value for the Box-Cox transformation parameter. The test based on expected information performs better in small samples and is computationally simpler than the one based on observed information; therefore, the former is recommended.©2002 Elsevier Science B.V. All rights reserved.||Source Title:||Economics Letters||URI:||http://scholarbank.nus.edu.sg/handle/10635/19977||ISSN:||01651765||DOI:||10.1016/S0165-1765(02)00294-X|
|Appears in Collections:||Staff Publications|
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