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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.

SUGGESTED CITATION:
Ivana Komunjer, "Global Identification of the Semiparametric Box-Cox Model" (April 1, 2008). Department of Economics, UCSD. Paper 2008-07.
http://repositories.cdlib.org/ucsdecon/2008-07