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Identification and Estimation of Production Function with Unobserved Heterogeneity

Hiroyuki Kasahara, Paul Schrimpf, Michio Suzuki

arXiv 20 May 2023 · Econometrics · 6 citations (OpenAlex)

arXiv:2305.12067 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper examines the nonparametric identifiability of production functions, considering firm heterogeneity beyond Hicks-neutral technology terms. We propose a finite mixture model to account for unobserved heterogeneity in production technology and productivity growth processes. Our analysis demonstrates that the production function for each latent type can be nonparametrically identified using four periods of panel data, relying on assumptions similar to those employed in existing literature on production function and panel data identification. By analyzing Japanese plant-level panel data, we uncover significant disparities in estimated input elasticities and productivity growth processes among latent types within narrowly defined industries. We further show that neglecting unobserved heterogeneity in input elasticities may lead to substantial and systematic bias in the estimation of productivity growth.

Citation extraction

45
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in-text mentions
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distinct cited
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Doraszelski, U. and Jaumandreu, J (2018) Measuring the bias of technological change1.00063100%
2Kasahara, H. and Shimotsu, K (2009) Nonparametric identification of finite mixture models of dynamic discrete choices self0.9507486%
3Hu, Y. and Shum, M (2012) Nonparametric identification of dynamic models with unobserved state variables0.9416383%
4Ackerberg, D. A., Caves, K., and Frazer, G (2015) Identification properties of recent production function estimators0.87452100%
5Zhang, H (2019) Non-neutral technology, firm heterogeneity, and labor demand0.87452100%
6Higgins, A. and Jochmans, K (2021) Identification of mixtures of dynamic discrete choices0.8434375%
7Raval, D (2023) Testing the Production Approach to Markup Estimation0.81142100%
8Demirer, M (2020) Production function estimation with factor-augmenting technology: An application to markups0.73732100%
9Hao, Y. and Kasahara, H (2022) Testing the number of components in finite mixture normal regression model with panel data self0.64422100%
10Bond, S. and Sderbom, M (2005) Adjustment costs and the identification of cobb douglas production functions0.64422100%

Showing the top 10 of 45 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity Yu Hao Faculty of Business and Economics The University of Hong Kong [email removed] Hiroyuki Kasahara Vancouver School of Economics The University of British Columbia [email removed]0.87462
2Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function0.87452
3Testing the Number of Components in Finite Mixture Normal Regression Models with Panel Data Yu Hao Faculty of Business and Economics The University of Hong Kong [email removed] Hiroyuki Kasahara Vancouver School of Economics The University of British Columbia [email removed]0.81142
4A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures0.64422
5Identification and estimation of dynamic random coefficient models0.40511
6Nonparametric Identification and Estimation of Production Functions Invariant to Productivity Dynamics0.40511