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https://doi.org/10.1016/S0165-1765(02)00294-X
| Title: | A score test for Box-Cox functional form | Authors: | Yang, Z. Abeysinghe, T. |
Keywords: | Distributional properties Expected information Observed information Profile score function |
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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