Semiparametric estimation of the Box--Cox transformation model
Abstractand Monte Carlo experiments show adequate finite sample performance. Copyright The Author(s). Journal compilation Royal Economic Society 2008
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Bibliographic InfoArticle provided by Royal Economic Society in its journal Econometrics Journal.
Volume (Year): 11 (2008)
Issue (Month): 3 (November)
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- Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.
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