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Global Identification of the Semiparametric Box-Cox Model
Ivana Komunjer University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego
This paper establishes the identifiability of the parameters of the Box-Cox model under restrictions that do not require the disturbance in the model to be independent of the explanatory variables. The proposed restrictions are semiparametric in nature: they restrict the support of the conditional distribution of the disturbance but do not require the latter to be known.
Keywords: identification; Box-Cox regression; structure (search for similar items in EconPapers)
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Related works: Journal Article: Global identification of the semiparametric Box-Cox model (2009) This item may be available elsewhere in EconPapers: Search for items with the same title.
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Persistent link: http://EconPapers.repec.org/RePEc:cdl:ucsdec:qt97s197d4
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