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. © 2002 Elsevier Science B.V. All rights reserved.
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APA
Yang, Z., & Abeysinghe, T. (2003). A score test for Box-Cox functional form. Economics Letters, 79(1), 107–115. https://doi.org/10.1016/S0165-1765(02)00294-X
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