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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.
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
ISSN: 01651765
DOI: 10.1016/S0165-1765(02)00294-X
Appears in Collections:Staff Publications

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