Discussion Papers no. 369
The identification problem remains
The dynamic factor model revisited
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.
Om publikasjonen
- Tittel
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The dynamic factor model revisited. The identification problem remains
- Ansvarlig
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Terje Skjerpen
- Serie og -nummer
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Discussion Papers no. 369
- Utgiver
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Statistics Norway
- Emne
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Discussion Papers
- Antall sider
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12
- Målform
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Engelsk
- Om Discussion Papers
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Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.
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