Seda,
I am not sure about Olley and Pakes, but there is a Stata module for a
more recent extension of OP approach, wrtitten by Levinson and Petrin
(2003). I remember seeing this module on one of the authors' web-site.
Here's this reference from IDEAS:
James Levinsohn & Amil Petrin, 2003.
"Estimating Production Functions Using Inputs to Control for
Unobservables," Review of Economic Studies, Blackwell Publishing, vol.
70(2), pages 317-341, 04.
Vladimir.
2008/4/14, seda koymen <[email protected]>:
> 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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--
__________________
Volodymyr Vakhitov
[email protected]
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