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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

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

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 explores different methods to estimate prices paid per efficiency unit of labor in panel data. We study the sensitivity of skill price estimates to different assumptions regarding workers' choice problem, identification…

General Economics · Economics 2021-11-25 Michael J. Böhm , Hans-Martin von Gaudecker

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

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Productions functions map the inputs of a firm or a productive system onto its outputs. This article expounds generalizations of the production function that include state variables, organizational structures and increasing returns to…

Physics and Society · Physics 2008-12-02 Guido Fioretti

This work presents a new methodology to obtain probabilistic interval predictions of a dynamical system. The proposed strategy uses stored past system measurements to estimate the future evolution of the system. The method relies on the use…

Systems and Control · Electrical Eng. & Systems 2021-12-21 A. Daniel Carnerero , Daniel R. Ramirez , Teodoro Alamo

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

Methodology · Statistics 2020-05-15 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. The method's key assumption is that factor loadings can be…

Econometrics · Economics 2025-02-26 Georg Keilbar , Juan M. Rodriguez-Poo , Alexandra Soberon , Weining Wang

Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine…

Machine Learning · Computer Science 2024-06-04 Peng Li , Lixia Wu , Chaoqun Feng , Haoyuan Hu , Lei Fu , Jieping Ye

This paper proposes and analyzes fully data driven methods for inference about the mean function of a stochastic process from a sample of independent trajectories of the process, observed at discrete time points and corrupted by additive…

Methodology · Statistics 2009-05-20 F. Bunea , M. H. Wegkamp , A. E. Ivanescu

Shapley values originated in cooperative game theory but are extensively used today as a model-agnostic explanation framework to explain predictions made by complex machine learning models in the industry and academia. There are several…

Machine Learning · Statistics 2024-04-15 Lars Henry Berge Olsen , Ingrid Kristine Glad , Martin Jullum , Kjersti Aas

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Using a transformation of the autoregressive distributed lag model due to Bewley, a novel pooled Bewley (PB) estimator of long-run coefficients for dynamic panels with heterogeneous short-run dynamics is proposed. The PB estimator is…

Econometrics · Economics 2023-11-07 Alexander Chudik , M. Hashem Pesaran , Ron P. Smith

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

Dynamic statistical process monitoring methods have been widely studied and applied in modern industrial processes. These methods aim to extract the most predictable temporal information and develop the corresponding dynamic monitoring…

Methodology · Statistics 2022-11-10 Wei Fan , Qinqin Zhu , Shaojun Ren , Liang Zhang , Fengqi Si

The dramatic increase of observational data across industries provides unparalleled opportunities for data-driven decision making and management, including the manufacturing industry. In the context of production, data-driven approaches can…

Optimization and Control · Mathematics 2018-01-09 Najibesadat Sadati , Ratna Babu Chinnam , Milad Zafar Nezhad
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