Article ID Journal Published Year Pages File Type
5061724 Economics Letters 2009 4 Pages PDF
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
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Global identification of the semiparametric Box-Cox model
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