Testing linear and loglinear error components regressions against Box-Cox alternatives
This paper derives Lagrange multiplier tests based on double-length artificial regressions for testing linear and loglinear error component regressions against Box-Cox alternatives. These tests are easy to implement and should prove useful in panel data regressions.
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Volume (Year): 33 (1997)
Issue (Month): 1 (April)
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References listed on IDEAS
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