A Score Test for Box-Cox Functional Form
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.
YANG, Zhenlin and Abeysinghe, T.
A Score Test for Box-Cox Functional Form. (2003). Economics Letters. 79, (1), 107-115. Research Collection School Of Economics.
Available at: http://ink.library.smu.edu.sg/soe_research/165
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