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Re: st: olley-pakes


From   "Rafal Raciborski" <rraciborski@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: olley-pakes
Date   Mon, 14 Apr 2008 13:11:26 -0400

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 (rafal.raciborski@emory.edu) 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 <skoymen@bilkent.edu.tr> 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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