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Production function estimates underpin the measurement of firm-level markups, allocative efficiency, and the productivity effects of policy interventions. Since Olley and Pakes (1996), every major proxy variable estimator has identified the…

Econometrics · Economics 2026-04-08 Rentaro Utamaru

Heterogeneity of economic agents is emphasized in a new trend of macroeconomics. Accordingly the new emerging discipline requires one to replace the production function, one of key ideas in the conventional economics, by an alternative…

General Finance · Quantitative Finance 2010-11-23 H. Iyetomi , H. Aoyama , Y. Fujiwara , Y. Ikeda , W. Souma

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…

Econometrics · Economics 2023-05-23 Hiroyuki Kasahara , Paul Schrimpf , Michio Suzuki

Labour productivity distribution (dispersion) is studied both theoretically and empirically. Superstatistics is presented as a natural theoretical framework for productivity. The demand index $\kappa$ is proposed within this framework as a…

General Finance · Quantitative Finance 2009-01-13 Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Hiroshi Iyetomi , Wataru Souma

This paper describes a method to estimate a production frontier that satisfies the axioms of monotonicity and concavity in a non-parametric Bayesian setting. An inefficiency term that allows for significant departure from prior…

Methodology · Statistics 2015-10-08 José Luis Preciado Arreola , Andrew L. Johnson

We develop a generalized control function approach to production function estimation. Our approach accommodates settings in which productivity evolves jointly with other unobservable factors such as latent demand shocks and the…

Econometrics · Economics 2025-12-10 Ulrich Doraszelski , Lixiong Li

This paper develops a method for estimating housing production functions when builders choose capital after observing local conditions that are unobserved by the econometrician. Because observed capital variation reflects both technological…

General Economics · Economics 2026-05-06 Yusuke Adachi

Commonly used methods of production function and markup estimation assume that a firm's output quantity can be observed as data, but typical datasets contain only revenue, not output quantity. We examine the nonparametric identification of…

Econometrics · Economics 2020-11-03 Hiroyuki Kasahara , Yoichi Sugita

Standard methods for estimating production functions in the Olley and Pakes (1996) tradition require assumptions on input choices. We introduce a new method that exploits (increasingly available) data on a firm's expectations of its future…

Econometrics · Economics 2024-07-12 Agnes Norris Keiller , Aureo de Paula , John Van Reenen

Labor productivity was studied at the microscopic level in terms of distributions based on individual firm financial data from Japan and the US. A power-law distribution in terms of firms and sector productivity was found in both countries'…

General Finance · Quantitative Finance 2015-05-13 Yuichi Ikeda , Wataru Souma

An additive growth curve model with orthogonal design matrices is proposed in which observations may have different profile forms. The proposed model allows us to fit data and then estimate parameters in a more parsimonious way than the…

Statistics Theory · Mathematics 2012-01-06 Jianhua Hu , Guohua Yan , Jinhong You

Accurately modeling the production of new ideas is crucial for innovation theory and endogenous growth models. This paper provides a comprehensive methodological survey of strategies for estimating idea production functions. We explore…

General Economics · Economics 2024-05-20 Ege Erdil , Tamay Besiroglu , Anson Ho

This paper deals with a nonparametric shape respecting estimation method for U-shaped or unimodal functions. A general upper bound for the nonasymptotic L_1-risk of the estimator is given. The method is applied to the shape respecting…

Statistics Theory · Mathematics 2007-06-13 L. Reboul

I present a new estimation procedure for production functions with latent group structures. I consider production functions that are heterogeneous across groups but time-homogeneous within groups, and where the group membership of the firms…

Econometrics · Economics 2022-03-07 Daniel Czarnowske

Organizations like U.S. Census Bureau rely on non-exhaustive surveys to estimate industry-level production functions in years in which a full Census is not conducted. When analyzing data from non-census years, we propose selecting an…

Applications · Statistics 2018-09-24 José Luis Preciado Arreola , Daisuke Yagi , Andrew L. Johnson

In this paper we investigate the parameter estimation of the fiber lay-down process in the production of nonwovens. The parameter estimation is based on the mass per unit area data, which is available at least on an industrial scale. We…

Probability · Mathematics 2011-12-16 Wolfgang Bock , Thomas Götz , Uditha Prabhath Liyanage

We review the "production approach" to estimating markups, the ratio of price to marginal cost. The approach is uniquely scalable: it requires no model of consumer demand or market structure and applies broadly across firms, industries, and…

General Economics · Economics 2026-04-16 John Fernald , Amit Gandhi , Dimitrije Ruzic , James Traina

An input-output table is an important data for analyzing the economic situation of a region. Generally, the input-output table for each region (regional input-output table) in Japan is not always publicly available, so it is necessary to…

Econometrics · Economics 2024-06-18 Shogo Fukui

We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian $\alpha$-stable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the…

Statistics Theory · Mathematics 2009-08-14 Beth Andrews , Matthew Calder , Richard A. Davis

In this work, we introduce a deterministic frontier model in which efficiency is governed by the Matsuoka distribution, a parsimonious one-parameter specification on $(0,1)$ designed to reflect patterns typically observed in efficiency…

Methodology · Statistics 2026-01-14 Danilo Hiroshi Matsuoka , Guilherme Pumi , Hudson da Silva Torrent , Marcio valk
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