Seda,
Forthcoming in the Stata Journal is an article (Yasar, Raciborski, &
Poi) that introduces the command -opreg- to fit a production function
using the Olley and Pakes (1996) technique. Note that we use a
second-order polynomial approximation instead of a kernel method.
Contact me privately ([email protected]) if you'd like to get
the command files.
Rafal
References
----------
Olley, G. S. & A. Pakes. 1996. The dynamics of productivity in the
telecommunications equipment industry. Econometrica, 64(6): 1263-1297.
Yasar, M., Raciborski, R., & Poi, B. 2008. Production Function Estimation
in Stata Using the Olley and Pakes Method. Stata Journal, forthcoming.
On Mon, Apr 14, 2008 at 2:05 AM, seda koymen <[email protected]> wrote:
> Hi,
>
> I need to estimate total factor productivity by using olley-pakes
> semiparametric estimation procedure. I need commands for regressing output
> on labor and on a polynomial of the variables, investment, age and
> capital. Is the kernreg2.ado what I am looking for? If it is, how I am
> going to use it for three variables and also find the optimal bandwith. If
> not I would really appreciate if someone helps me find the right commands.
>
> Thanks,
>
> Seda
>
>
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
