Title

A Score Test for Box-Cox Functional Form

Publication Type

Journal Article

Publication Date

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.

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

Creative Commons License

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

Additional URL

http://dx.doi.org/10.1016/s0165-1765(02)00294-x

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