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Heterogeneity in Panel Data: Are There Stable Production Functions?

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Author Info
Jacques Mairesse
Zvi Griliches

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Abstract

We estimate separate productions functions for approximately 450 manufacturing firms each in France and the United States and for 850 manufacturing firms in Japan, covering the 13 year period 1967-1979, and focus on the wide dispersion in the estimated slope coefficients in all three countries. The main question asked Is: "Is this dispersion real?" Could it be just a reflection of sampling variability or is it an indication of real heterogeneity? We estimate the "true" dispersion using three different approaches: Maximum Likelihood, regressions of squares and cross-products of residuals, and Swamy's "residual" method, and try to interpret the somewhat different answers which emerge. In particular, we investigate the "reality" of the estimated heterogeneity by looking at its stability over time and by relating it to differences in capital shares and the industrial structure. We conclude that the observed heterogeneity is not "real." It is caused by some non-stable misspecification of our simple model, implying that we are unlikely to discern different but stable individual production relations in samples of this size which contain only a limited number of the economically relevant variables.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 2619.

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Date of creation: Sep 1991
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Publication status: published as Mairesse, Jacques and Zvi Griliches. "Heterogeneite et Panels: Y-A-T-I-L Des Fonctions De Production Stables?" from Melanges Economiques: Essais en L'Honneur De Edmond Malinvaud, Paris-Economica, 1988. Essays in Honor of Edmond Malinvaud, Volume 3: Empirical Economics, edited by Paul Champsaur et al., pp. 192-231. Cambridge, MA: MIT Press, 1990.
Handle: RePEc:nbr:nberwo:2619

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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. Thomas E. MaCurdy, 1981. "Multiple Time-Series Models Applied to Panel Data," NBER Working Papers 0646, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January. [Downloadable!] (restricted)
  3. Griliches, Zvi & Mairesse, Jacques, 1983. "Comparing productivity growth: An exploration of french and U.S. industrial and firm data," European Economic Review, Elsevier, vol. 21(1-2), pages 89-119. [Downloadable!] (restricted)
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(explanations, 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. Tor Jakob Klette & Zvi Griliches, 1996. "The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Engogenous," NBER Working Papers 4026, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. J. Elhorst, 1996. "A Regional Analysis of Labour Force Participation Rates across the Member States of the European Union," Regional Studies, Taylor and Francis Journals, vol. 30(5), pages 455-465, August. [Downloadable!] (restricted)
  3. Bronwyn H. Hall & Jacques Mairesse, 1995. "Exploring the Relationship Between R&D and Productivity in French Manufacturing Firms," NBER Working Papers 3956, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Sabien Dobbelaere & Jacques Mairesse, 2005. "Cross-Sectional Heterogeneity in Price-Cost Margins and the Extent of Rent Sharing at the Sector and Firm Level in France," IZA Discussion Papers 1898, Institute for the Study of Labor (IZA). [Downloadable!]
  5. Tor Jakob Klette & Zvi Griliches, 1998. "Empirical Patterns of Firm Growth and R&D Investment: A QuUality LadderModel Interpretation," NBER Working Papers 6753, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Tybout, James R., 1990. "Making noisy data sing : a micro approach to measuring industrial efficiency," Policy Research Working Paper Series 327, The World Bank. [Downloadable!]
  7. Zvi Griliches & Jacques Mairesse, 1995. "Production Functions: The Search for Identification," NBER Working Papers 5067, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Per Pettersson, 2000. "Do Parties Matter for Fiscal Policy Choices," Econometric Society World Congress 2000 Contributed Papers 1373, Econometric Society. [Downloadable!]
  9. Yue Ma & Shu Kam Lee & Hing Lin Chan, 2003. "Estimating Firm Behavior under Rationing: a Panel Data Study of the Chinese Manufacturing Industry," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 1(2), pages 221-244, January. [Downloadable!] (restricted)
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