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We establish nonparametric identification of production functions, total factor productivity (TFP), price markups, and firms' output prices and quantities, as well as consumer demand, using firm-level revenue data, without observing output…

Econometrics · Economics 2026-03-03 Chun Pang Chow , Hiroyuki Kasahara , Yoichi Sugita

Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack…

Econometrics · Economics 2024-08-01 Laura Liu , Alexandre Poirier , Ji-Liang Shiu

Detection heterogeneity is inherent to ecological data, arising from factors such as varied terrain or weather conditions, inconsistent sampling effort, or heterogeneity of individuals themselves. Incorporating additional covariates into a…

Applications · Statistics 2021-08-27 Daniel Turek , Claudia Wehrhahn , Olivier Gimenez

This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…

Econometrics · Economics 2022-06-29 Minji Bang , Wayne Yuan Gao , Andrew Postlewaite , Holger Sieg

This paper presents the identification of heterogeneous elasticities in the Cobb-Douglas production function. The identification is constructive with closed-form formulas for the elasticity with respect to each input for each firm. We…

Econometrics · Economics 2017-11-29 Tong Li , Yuya Sasaki

We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…

Econometrics · Economics 2025-10-29 Jean-Pierre Florens , Anna Simoni

This paper analyzes a semiparametric model of network formation in the presence of unobserved agent-specific heterogeneity. The objective is to identify and estimate the preference parameters associated with homophily on observed attributes…

Econometrics · Economics 2020-09-01 Luis E. Candelaria

Mathematical modeling of production systems is the foundation of all model-based approaches for production system analysis, design, improvement, and control. To construct such a model for the stochastic process of the production system more…

Systems and Control · Electrical Eng. & Systems 2024-05-22 Yuting Sun , Liang Zhang

Nonequilibrium phase transitions can be typified in a similar way to equilibrium systems, for instance, by the use of the order parameter. However, this characterization hides the irreversible character of the dynamics as well as its…

Statistical Mechanics · Physics 2019-07-10 C. E. Fernández Noa , Pedro E. Harunari , M. J. de Oliveira , C. E. Fiore

This paper presents a new nested production function that is specifically designed for analyzing capital and labor intensity of manufacturing industries in developing and developed regions. The paper provides a rigorous theoretical…

Theoretical Economics · Economics 2023-03-28 Samidh Pal

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

Machine Learning · Computer Science 2025-03-24 Yujia Zheng , Yang Liu , Jiaxiong Yao , Yingyao Hu , Kun Zhang

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty…

Statistics Theory · Mathematics 2021-09-27 Yun Wei , XuanLong Nguyen

This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models, where we allow for infinite-dimensional fixed effects that enter into consumer utilities in an additively nonseparable…

Econometrics · Economics 2026-01-06 Wayne Yuan Gao , Ming Li

We examine identification of differentiated products demand when one has "micro data" linking individual consumers' characteristics and choices. Our model nests standard specifications featuring rich observed and unobserved consumer…

Econometrics · Economics 2022-05-03 Steven T. Berry , Philip A. Haile

This paper explores the identification and estimation of nonseparable panel data models. We show that the structural function is nonparametrically identified when it is strictly increasing in a scalar unobservable variable, the conditional…

Methodology · Statistics 2018-11-09 Takuya Ishihara

This study introduces a novel framework for estimating industrial heterogeneity by integrating maximum entropy (ME) estimation of production functions with Zonotope-based measures. Traditional production function estimations often rely on…

Econometrics · Economics 2025-12-02 Ting-Yen Wang

This paper studies identification and estimation of a dynamic discrete choice model of demand for differentiated product using consumer-level panel data with few purchase events per consumer (i.e., short panel). Consumers are…

Econometrics · Economics 2022-08-19 Victor Aguirregabiria

We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. The procedure takes as input any first-step…

Econometrics · Economics 2026-05-08 Hugo Freeman , Dennis Kristensen

We develop a new approach to estimate a production function based on the economic axioms of the Regular Ultra Passum law and convex non-homothetic input isoquants. Central to the development of our estimator is stating the axioms as shape…

Applications · Statistics 2019-06-21 Daisuke Yagi , Yining Chen , Andrew L. Johnson , Hiroshi Morita

A recent literature in econometrics models unobserved cross-sectional heterogeneity in panel data by assigning each cross-sectional unit a one-dimensional, discrete latent type. Such models have been shown to allow estimation and inference…

Econometrics · Economics 2020-01-31 Max Cytrynbaum