The dynamic factor demand model revisited: the identification problem remains

DOI10.1016/J.ECONLET.2005.02.023zbMATH Open1254.91622OpenAlexW1978705805MaRDI QIDQ1928682FDOQ1928682

Authors: Terje Skjerpen 

Publication date: 3 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.02.023

Recommendations

• On the identification problem in testing the dynamic specification of factor-demand equations
• Errors-in-variables in demand systems
• Short cuts to dynamic factor demand modelling
• Identification of causal factor models of stationary time series
• scientific article; zbMATH DE number 3967768

zbMATH Keywords

dynamic cost function

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Production theory, theory of the firm (91B38)

Cites Work

• Estimation and Hypothesis Testing in Dynamic Singular Equation Systems
• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
• On the identification problem in testing the dynamic specification of factor-demand equations

Cited In (2)

• Short cuts to dynamic factor demand modelling
• On the identification problem in testing the dynamic specification of factor-demand equations

This page was built for publication: The dynamic factor demand model revisited: the identification problem remains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1928682)