A score test for Box-Cox functional form

DOI10.1016/S0165-1765(02)00294-XzbMATH Open1255.62042MaRDI QIDQ1925986FDOQ1925986

Zhenlin Yang, Tilak Abeysinghe

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

observed informationdistributional propertiesexpected informationprofile score function

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The score statistic for regression transformation
• An explicit variance formula for the Box--Cox functional form estimator.

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
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• Generalized LM tests for functional form and heteroscedasticity
• Bounds on AREs of tests following Box-Cox transformations
• The score test for the two‐sample occupancy model

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