The dynamic factor model revisited: the identification problem remains

Terje Skjerpen

Discussion Papers from Statistics Norway, Research Department

Abstract: The lack of identification of short run run effects in a system of regression equations consisting of a dynamic translog cost function and cost share equations derived from this cost function is shown.

Keywords: Dynamic; cost; function (search for similar items in EconPapers)
JEL-codes: C32 D21 (search for similar items in EconPapers)
Date: 2004-03
New Economics Papers: this item is included in nep-ecm and nep-mic
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