Global identification of the semiparametric Box-Cox model

Ivana Komunjer

Economics Letters, 2009, vol. 104, issue 2, 53-56

Abstract: We show identifiability of the Box-Cox model under restrictions that do not require the disturbance U to be independent or mean independent of the explanatory variable X. Our restrictions are on the support of the distribution of U given X.

Keywords: Identification; Box-Cox; regression; Support; conditions; Structure (search for similar items in EconPapers)
Date: 2009
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Working Paper: Global Identification of the Semiparametric Box-Cox Model (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:104:y:2009:i:2:p:53-56

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