Publication Type
Journal Article
Version
publishedVersion
Publication Date
4-2003
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.
Keywords
Profile score function, Expected information, Observed information, Distributional properties
Discipline
Econometrics
Research Areas
Econometrics
Publication
Economics Letters
Volume
79
Issue
1
First Page
107
Last Page
115
ISSN
0165-1765
Identifier
10.1016/s0165-1765(02)00294-x
Publisher
Elsevier
Citation
YANG, Zhenlin and Abeysinghe, Tilak.
A Score Test for Box-Cox Functional Form. (2003). Economics Letters. 79, (1), 107-115.
Available at: https://ink.library.smu.edu.sg/soe_research/165
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1016/S0165-1765(02)00294-X