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Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0165-1765(02)00294-X
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dc.titleA score test for Box-Cox functional form
dc.contributor.authorYang, Z.
dc.contributor.authorAbeysinghe, T.
dc.date.accessioned2011-02-24T06:55:09Z
dc.date.available2011-02-24T06:55:09Z
dc.date.issued2003
dc.identifier.citationYang, 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
dc.identifier.issn01651765
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/19977
dc.description.abstractThis 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/S0165-1765(02)00294-X
dc.sourceScopus
dc.subjectDistributional properties
dc.subjectExpected information
dc.subjectObserved information
dc.subjectProfile score function
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.doi10.1016/S0165-1765(02)00294-X
dc.description.sourcetitleEconomics Letters
dc.description.volume79
dc.description.issue1
dc.description.page107-115
dc.description.codenECLED
dc.identifier.isiut000181673400015
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