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Instrument-free identification and estimation of differentiated products models using cost data

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Persistent link: https://www.econbiz.de/10013441750

Do managers forecast asymmetric cost behaviour?

Bradbury, Michael E.; Scott, Tom - In: Australian journal of management 43 (2018) 4, pp. 538-554

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Improving predictions of upward cost adjustment and cost asymmetry at the firm-year level

Kaspereit, Thomas; Lopatta, Kerstin - In: Journal of management accounting research : JMAR 31 (2019) 3, pp. 99-127

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Instrument-free identification and estimation of the differentiated products models

Byrne, David P.; Imai, Susumu; Sarafidis, Vasilis; … - 2015

Persistent link: https://www.econbiz.de/10011339341

Instrument-free identification and estimation of differentiated products models

Byrne, David; Imai, Susumu; Sarafidis, Vasilis; … - 2015

We propose a new methodology for estimating the demand and cost functions of differentiated products models when demand and cost data are available. The method deals with the endogeneity of prices to demand shocks and the endogeneity of outputs to cost shocks, but does not require instruments...

Persistent link: https://www.econbiz.de/10010463385