Global identification of the semiparametric Box-Cox model

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 104
Issue: 2
Pages: 53-56

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:104:y:2009:i:2:p:53-56
Journal Field
General
Author Count
1
Added to Database
2026-01-25