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Durées d'utilisation des facteurs et fonction de production : une estimation par la méthode des moments généralisés en système

  • Florian Pelgrin

    (Faculté des Hautes Etudes Commerciales (HEC))

  • Arnaud Sylvain

    (Centre de Recherche en Développement Economique et Finance Internationale (CEDERS))

  • Eric Heyer

    (OFCE)

Depuis le début des années 1960, des travaux ont montré l’importance des degrés d’utilisation des facteurs dans l’analyse économique. L’influence des durées d’utilisation des facteurs dans la combinaison productive reste néanmoins largement méconnue, particulièrement en ce qui concerne la durée d’utilisation des équipements. À partir de données d’entreprises industrielles françaises sur la période 1989-2001, nous estimons une fonction de production Cobb-Douglas tenant compte des volumes de facteurs et des durées d’utilisation. Nous reprenons le cadre défini par Blundell et Bond (2000) en supposant l’existence de chocs autocorrélés permettant une représentation dynamique de la combinaison productive et utilisons comme méthode d’estimation de référence la méthode des moments généralisés en système. Toutes chose égales par ailleurs et sous les hypothèses retenues, il ressort de nos estimations que le travail posté et le capital seraient des substituts parfaits au sein de la combinaison productive.

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Date of creation: Oct 2003
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Handle: RePEc:spo:wpmain:info:hdl:2441/2042
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  1. Gilbert Cette, 1983. "Degrés d'utilisation des facteurs et demande d'investissement et de travail," Revue Économique, Programme National Persée, vol. 34(4), pages 756-793.
  2. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
  3. M. Ishaq Nadiri & Sherwin Rosen, 1974. "A Disequilibrium Model of Demand for Factors of Production," NBER Books, National Bureau of Economic Research, Inc, number nadi74-1, October.
  4. Éric Heyer & Simon Cueva, 1997. "Fonction de production et degrés d'utilisation du capital et du travail : une analyse économétrique," Économie et Prévision, Programme National Persée, vol. 131(5), pages 93-111.
  5. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 277-97, April.
  6. Zvi Griliches & Jacques Mairesse, 1995. "Production Functions: The Search for Identification," NBER Working Papers 5067, National Bureau of Economic Research, Inc.
  7. Richard Blundell & Steve Bond, 1999. "GMM estimation with persistent panel data: an application to production functions," IFS Working Papers W99/04, Institute for Fiscal Studies.
  8. Martial DUPAIGNE, 2002. "Travail posté et durée d’utilisation des équipements dans les fluctuations économiques," Annales d'Economie et de Statistique, ENSAE, issue 66, pages 235-256.
  9. Frank Windmeijer, 2000. "A finite sample correction for the variance of linear two-step GMM estimators," IFS Working Papers W00/19, Institute for Fiscal Studies.
  10. Richard Blundell & Steve Bond & Frank Windmeijer, 2000. "Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator," IFS Working Papers W00/12, Institute for Fiscal Studies.
  11. Jacques Mairesse & Bronwyn H. Hall, 1996. "Estimating the Productivity of Research and Development: An Exploration of GMM Methods Using Data on French & United States Manufacturing Firms," NBER Working Papers 5501, National Bureau of Economic Research, Inc.
  12. Bond, Stephen & Bowsher, Clive & Windmeijer, Frank, 2001. "Criterion-based inference for GMM in autoregressive panel data models," Economics Letters, Elsevier, vol. 73(3), pages 379-388, December.
  13. Blundell, Richard & Bond, Stephen, 1998. "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
  14. Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January.
  15. Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-26, November.
  16. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
  17. Ziliak, James P, 1997. "Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 419-31, October.
  18. Olivier Brossard & Valérie Chauvin & Gaël Dupont & Eric Heyer & Xavier Timbeau, 2000. "Croissance.net," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 115-150.
    • Eric Heyer & Xavier Timbeau & Valérie Chauvin & Gaël Dupont & Olivier Brossard, 2000. "Croissance.net," Revue de l'OFCE, Programme National Persée, vol. 73(1), pages 115-150.
  19. repec:fth:inseep:9730 is not listed on IDEAS
  20. Gilbert Cette, 1990. "Durée d'utilisation des équipements : l'inversion d'une tendance longue," Économie et Statistique, Programme National Persée, vol. 231(1), pages 33-47.
  21. Craine, Roger, 1973. "On the Service Flow from Labour," Review of Economic Studies, Wiley Blackwell, vol. 40(11), pages 39-46, January.
  22. Anxo, Dominique & Bigsten, Arne, 1989. " Working Hours and Productivity in Swedish Manufacturing," Scandinavian Journal of Economics, Wiley Blackwell, vol. 91(3), pages 613-19.
  23. Nadiri, M Ishaq & Rosen, Sherwin, 1969. "Interrelated Factor Demand Functions," American Economic Review, American Economic Association, vol. 59(4), pages 457-71, Part I Se.
  24. Hart, Robert A. & McGregor, Peter G., 1988. "The returns to labour services in West German manufacturing industry," European Economic Review, Elsevier, vol. 32(4), pages 947-963, April.
  25. Stephen Bond & Céline Nauges & Frank Windmeijer, 2002. "Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C5-4, International Conferences on Panel Data.
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