Question: Take the model Y () 01X e with E[e j X] 0 where Y () is the Box-Cox transformation of Y . (a)

Take the model Y (¸) Æ ¯0ů1X Åe with E[e j X] Æ 0 where Y (¸) is the Box-Cox transformation of Y .

(a) Is this a nonlinear regressionmodel in the parameters (¸,¯0,¯1)? (Careful, this is tricky.)

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