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Global Identification of the Semiparametric Box-Cox Model

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Author Info
Ivana Komunjer (University of California - San Diego)

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Abstract

This paper establishes the identifiability of the parameters of the Box-Cox model under restrictions that do not require the disturbance in the model to be independent of the explanatory variables. The proposed restrictions are semiparametric in nature: they restrict the support of the conditional distribution of the disturbance but do not require the latter to be known.

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File URL: http://repositories.cdlib.org/cgi/viewcontent.cgi?article=1093&context=ucsdecon
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Publisher Info
Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 2008-07.

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Date of creation: 01 Apr 2008
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Handle: RePEc:cdl:ucsdec:2008-07

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Related research
Keywords: identification; Box-Cox regression; structure;

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This page was last updated on 2009-10-21.

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