A score test for Box-Cox functional form

DOI10.1016/S0165-1765(02)00294-XMaRDI QIDQ1925986zbMATH OpenFDO

Authors Zhenlin Yang, Tilak Abeysinghe

Publication date 27 December 2012

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

observed informationdistributional propertiesexpected informationprofile score function

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Recommendations

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• scientific article; zbMATH DE number 3969927
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Cites work

• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• An explicit variance formula for the Box--Cox functional form estimator.
• The score statistic for regression transformation

Cited in

(8)

• An explicit variance formula for the Box--Cox functional form estimator.
• Tests of transformation in nonlinear regression
• A note on variable addition tests for linear and log-linear models
• More on score tests for transformation in regression
• scientific article; zbMATH DE number 3969927 (Why is no real title available?)
• Bounds on AREs of tests following Box-Cox transformations
• Generalized LM tests for functional form and heteroscedasticity
• The score test for the two‐sample occupancy model

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