A score test for Box–Cox functional form
Economics Letters, ISSN: 0165-1765, Vol: 79, Issue: 1, Page: 107-115
2003
- 7Citations
- 42Usage
- 5Captures
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Metrics Details
- Citations7
- Citation Indexes7
- CrossRef7
- Usage42
- Abstract Views21
- Downloads21
- Captures5
- Readers5
Article Description
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.
Bibliographic Details
http://www.sciencedirect.com/science/article/pii/S016517650200294X; http://dx.doi.org/10.1016/s0165-1765(02)00294-x; http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=0037400281&origin=inward; https://linkinghub.elsevier.com/retrieve/pii/S016517650200294X; http://linkinghub.elsevier.com/retrieve/pii/S016517650200294X; http://api.elsevier.com/content/article/PII:S016517650200294X?httpAccept=text/xml; http://api.elsevier.com/content/article/PII:S016517650200294X?httpAccept=text/plain; https://ink.library.smu.edu.sg/soe_research/165; https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1164&context=soe_research; http://dx.doi.org/10.1016/s0165-1765%2802%2900294-x; http://linkinghub.elsevier.com/retrieve/articleSelectSinglePerm?Redirect=http://www.sciencedirect.com/science/article/pii/S016517650200294X?via%3Dihub; http://www.sciencedirect.com/science/article/pii/S0165-1765(02)00294-X; http://www.sciencedirect.com/science/article/pii/S016517650200294X?via%3Dihub; http://www.sciencedirect.com/science/article/pii/S016517650200294X?via=ihub
Elsevier BV
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