A score test for Box – Cox functional form
نویسندگان
چکیده
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. 2002 Elsevier Science B.V. All rights reserved.
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An explicit variance formula for the Box – Cox functional form estimator *
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