A score test for Box-Cox functional form

Economics Letters

Volumn 79, Issue 1, 2003, Pages 107-115

  Yang, Zhenlin ^a   Abeysinghe, Tilak ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Distributional properties; Expected information; Observed information; Profile score function

Indexed keywords

EID: 0037400281     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00294-X     Document Type: Article

References (5)

1. Box, G.E.P., Cox, D.R., 1964. An analysis of transformation (with discussion). Journal of the Royal Statistical Society B 26, 211-252.
2. Cox, D.R., Hinkley, D.V., 1974. Theoretical Statistics. Chapman & Hall, London.
3. Davidson, R., MacKinnon, J.G., 1985. Testing linear and loglinear regressions against Box-Cox alternatives. Canadian Journal of Economics 18, 499-517.
4. Lawrance, A.J., 1987. The score statistic for regression transformation. Biometrika 74, 275-279.
5. Yang, Z., Abeysinghe, T., 2002. An explicit variance formula for the Box-Cox functional form estimator. Economics Letters 76, 259-265.