The dynamic factor model revisited: the identification problem remains
Working paper
Åpne
Permanent lenke
http://hdl.handle.net/11250/180437Utgivelsesdato
2004Metadata
Vis full innførselSamlinger
- Discussion Papers [1002]
Sammendrag
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