Global identification of the semiparametric Box-Cox model

DOI10.1016/j.econlet.2009.03.026zbMath1181.62009OpenAlexW2007542611MaRDI QIDQ1046208

Ivana Komunjer

Publication date: 21 December 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.03.026

zbMATH Keywords

identificationstructuresupport conditionsBox-Cox regression

Mathematics Subject Classification ID

Linear inference, regression (62J99) Exact distribution theory in statistics (62E15)

Cites Work

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• A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
• Rescaled methods-of-moments estimation for the Box-Cox regression model
• Conditions for Identification in Nonparametric and Parametric Models
• Estimation for the Box-Cox Transformation Model Without Assuming Parametric Error Distribution
• Identifiability Criteria in Nonlinear Systems: A Further Note
• Identifiability Criteria in Nonlinear Systems
• Restrictions on the Reduced Form and the Rank and Order Conditions
• Identification in Parametric Models
• The Identification of Structural Characteristics

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