The dynamic factor model revisited: the identification problem remains

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.

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Year of publication:	2004
Authors:	Skjerpen, Terje
Publisher:	Oslo : Statistics Norway, Research Department
Subject:	Dynamic cost function

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Series:	Discussion Papers ; 369
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	hdl:10419/192351 [Handle] RePEc:ssb:dispap:369 [RePEc]
Classification:	C32 - Time-Series Models ; D21 - Firm Behavior
Source:	EconStor

Persistent link: https://www.econbiz.de/10011968139