Production risk and the estimation of ex-ante cost functions.

Cost function estimation under production uncertainty is problematic because the relevant cost is conditional on unobservable expected output. If input demand functions are also stochastic, then a nonlinear errors-in-variables model is obtained and standard estimation procedures typically fail to at...

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Publicado en:Journal of Econometrics Vol. 100; no. 2; pp. 357 - 381
Autor principal: Moschini, GianCarlo
Formato: Artículo
Publicado: Elsevier Science February 2001
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Acceso en línea:Ver este registro en EBSCOhost
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      pub: Elsevier Science
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        10.1016/S0304-4076(00)00041-5
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        atl: Production risk and the estimation of ex-ante cost functions.
      aug:
        au: Moschini, GianCarlo
      su:
        Mathematical models in business
        Industrial costs
        Estimation theory
        Risk
        Uncertainty
        Economics
      sug:
        subj:
          Mathematical models in business
          Industrial costs
          Estimation theory
          Risk
          Uncertainty
          Economics
      ab: Cost function estimation under production uncertainty is problematic because the relevant cost is conditional on unobservable expected output. If input demand functions are also stochastic, then a nonlinear errors-in-variables model is obtained and standard estimation procedures typically fail to attain consistency. But by exploiting the full implications of the expected profit maximization hypothesis that gives rise to ex-ante cost functions, it is shown that the errors-in-variables problem can be effectively removed, and consistent estimation of the parameters of interest achieved. A Monte Carlo experiment illustrates the advantages of the proposed procedure as well as the pitfalls of other existing estimators. Copyright (c) 2000 Elsevier Science S.A.
      pubtype: Academic Journal
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      src: R
    language: English
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