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Can Random Coefficient Cobb-Douglas Production Functions Be Aggregated to Similar Macro Functions?

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Author Info
Biørn, Erik () (Dept. of Economics, University of Oslo)
Skjerpen, Terje () (Statistics Norway, Research Department)
Wangen, Knut Reidar () (Statistics Norway, Research Department)

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Abstract

Parametric aggregation of heterogeneous micro production technologies is discussed. A four-factor Cobb-Douglas function with normally distributed firm specific coefficients and with log-normal inputs (which agrees well with the available data) is speciffied. Since, if the number of micro units is large enough, aggregates expressed as arithmetic means can be associated with expectations, we consider conditions ensuring an approximate relation of Cobb-Douglas form to exist between expected output and expected inputs. Similar relations in higher-order moments are also derived. It is shown how the aggregate input elasticities depend on the coefficient heterogeneity and the co-variance matrix of the log-input vector and hence vary over time. An implementation based on firm panel data for two manufacturing industries gives estimates of industry level input elasticities and decomposition for expected output. Finally, aggregation errors which emerge when the correct aggregate elasticities are replaced by the expected micro elasticities, are explored.

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Publisher Info
Paper provided by Oslo University, Department of Economics in its series Memorandum with number 22/2004.

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Length: 31 pages
Date of creation: 28 Oct 2004
Date of revision:
Handle: RePEc:hhs:osloec:2004_022

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Postal: Department of Economics, University of Oslo, P.O Box 1095 Blindern, N-0317 Oslo, Norway
Phone: 22 85 51 27
Fax: 22 85 50 35
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Web page: http://www.oekonomi.uio.no/indexe.html
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Related research
Keywords: Productivity.; Panel; Data.; Random; coe±cients.; Log-normal; distribution.; Aggregate; production; function;

Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
D21 - Microeconomics - - Production and Organizations - - - Firm Behavior
L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Erik Biørn, Kjersti-Gro Lindquist and Terje Skjerpen, . "Micro Data On Capital Inputs: Attempts to Reconcile Stock and Flow Information," Discussion Papers 268, Research Department of Statistics Norway. [Downloadable!]
  2. Stoker, Thomas M, 1993. "Empirical Approaches to the Problem of Aggregation Over Individuals," Journal of Economic Literature, American Economic Association, vol. 31(4), pages 1827-74, December. [Downloadable!] (restricted)
  3. Erik Biørn, Kjersti-Gro Lindquist and Terje Skjerpen, 2000. "Heterogeneity in Returns to Scale: A Random Coefficient Analysis with Unbalanced Panel Data," Discussion Papers 292, Research Department of Statistics Norway. [Downloadable!]
  4. Nicole Fortin, 1991. "Fonctions de production et biais d'agrégation," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 04, Octobre-m. [Downloadable!]
  5. Erik Biorn & Kjerti-Gro Lindquist & Terje Skjerpen, 2003. "Random Coefficients in Unbalanced Panels: An Application on Data from Chemical Plants," Annales d'Economie et de Statistique, ADRES, issue 69, pages 03, Janvier-M. [Downloadable!]
  6. Jesus Felipe & Franklin M. Fisher, 2003. "Aggregation in Production Functions: What Applied Economists should Know," Metroeconomica, Blackwell Publishing, vol. 54(2-3), pages 208-262, 05. [Downloadable!] (restricted)
  7. Biorn, Erik, 2004. "Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure," Journal of Econometrics, Elsevier, vol. 122(2), pages 281-291, October. [Downloadable!] (restricted)
  8. Klette, Tor Jakob & Griliches, Zvi, 1996. "The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 343-61, July-Aug.. [Downloadable!] (restricted)
    Other versions:
  9. Erik Biørn and Terje Skjerpen, 2002. "Aggregation and Aggregation Biases in Production Functions: A Panel Data Analysis of Translog Models," Discussion Papers 317, Research Department of Statistics Norway. [Downloadable!]
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