Global identification of the semiparametric Box-Cox model
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.
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- Komunjer, Ivana, 2008.
"Global Identification In Nonlinear Semiparametric Models,"
University of California at San Diego, Economics Working Paper Series
qt2r59d87f, Department of Economics, UC San Diego.
- Komunjer, Ivana, 2007. "Global Identification In Nonlinear Semiparametric Models," University of California at San Diego, Economics Working Paper Series qt8dk0n386, Department of Economics, UC San Diego.
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