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Semiparametric estimation of the Box--Cox transformation model

Youngki Shin

Econometrics Journal, 2008, vol. 11, issue 3, 517-537

Abstract: and Monte Carlo experiments show adequate finite sample performance. Copyright The Author(s). Journal compilation Royal Economic Society 2008

Date: 2008
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Econometrics Journal is currently edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring and Marius Ooms

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