Title of article :
A score test for Box–Cox functional form
Author/Authors :
Zhenlin Yang، نويسنده , , Tilak Abeysinghe، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 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 , Observed information , Expected information , Distributional properties
Journal title :
Economics Letters
Journal title :
Economics Letters
