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Rachel Griffith

Overview

Identification, NBER Working Paper No. 5067, March 1995

Estimates from a Panel of Establishement Level Data Journal of

Industrial Economics, XLVII (4), 451-476

Data: Monte Carlo Evidence and an Application to Employment

Equations, Review of Economic Studies, 277-297

Data: An Application to Production Functions, Econometric Reviews,

321-340

Measuring productivity

functions for many reasons

I Long tradition of index number approaches to measuring productivity

Qit : output

Lit : labour (or more generally a variable input)

Kit : capital (a quasi-fixed input)

Ait : Total Factor Productivity (TFP)

Measuring productivity

= + +

Qit δKit Qit Kit δLit Qit Lit Ait

I rearrange

∆Ait ∆Qit δQit Kit ∆Kit δQit Lit ∆Lit

= − −

Ait Qit δKit Qit Kit δLit Qit Lit

Measuring productivity

I consider Cobb-Douglas

Qit = Ait Lαit Kitβ e uit

(wit ) are set equal to the marginal revenue product of workers

δQit

rit = wit

δLit

where rit is marginal revenue

I we can write

δQit δQit Lit

= αAit Kitβ Lα−1

it = αQit L−1

it =⇒ α =

δLit δLit Qit

Qit wit Lit

wit = αrit =⇒ α = ≡ sitL

Lit rit Qit

Productivity Panel data and GMM Olley-Pakes Levinsohn-Petrin Ackerberg-Caves-Frazer 5 / 59

Measuring productivity

I perfect competition in the product market implies that price is equal

to marginal revenue (rit = pit ), so we have

δQit Lit wit Lit

α= = ≡ sitL

δLit Qit pit Qit

∆Ait ∆Qit δQit Kit ∆Kit δQit Lit ∆Lit

= − −

Ait Qit δKit Qit Kit δLit Qit Lit

∆Ait ∆Qit ∆Kit ∆Lit

= − sitK − sitL

Ait Qit Kit Lit

know one factor share (labour)

Productivity Panel data and GMM Olley-Pakes Levinsohn-Petrin Ackerberg-Caves-Frazer 6 / 59

Measuring productivity

many datasets

I There is a large literature using these index number methods (with

more general functional forms), including growth accounting,

international comparisons, etc.

I Hall (1988) and Klette (1999) build on this literature and highlight

the bias in measurement of TFP and growth in TFP in the presence of

imperfect competition

Measuring productivity

no longer equals price, if revenue is R = pQ, then marginal revenue is,

δR δp Q δp 1

r= =p+ Q =p 1+ =p 1−

δQ δq p δq

(i.e. it is the elasticity of residual demand)

Measuring productivity

I Profit maximisation now implies

1 Qit

wit = αpit 1 −

it Lit

I define

1 −1

wit Qit

µit = 1 − ; α = µit = µit sitL

it pit Lit

∆Ait ∆Qit ∆Kit ∆Lit

= − µit sitK − µit sitL

Ait Qit Kit Lit

∆Qit ∆Kit ∆Lit ∆Kit ∆Lit

= − sitK − sitL − (µit − 1) sitK + sitL

Qit Kit Lit Kit Lit

Measuring productivity

I if perfect competition than µ = 1

µit sitj = η

P

I note also that constant returns to scale implies j

I if η > 1 =⇒ increasing returns to scale

I if η < 1 =⇒ decreasing returns to scale

Estimation of parameters of production function

function and see how the relate to other things

I Pavcnik (2002) “Trade Liberalization Exit and Productivity Improvements:

Evidence From Chilean Plants” Review of Economic Studies

I Griffith, Harrison and Van Reenen (2006) “How Special Is the Special

Relationship? Using the Impact of U.S. R&D Spillovers on U.K. Firms as a

Test of Technology Sourcing” American Economic Review

Leadership: Evidence From Great Britain” Review of Economics and Statistics

Estimating the Impact of Trade Liberalization on Productivity” Econometrica

The Case of India” Review of Economics and Statistics

Estimation of parameters of production function

I Cobb-Douglas model

Qit = e α Lβitl Kitβk e uit

I Qit : output of plant (or firm)

I might be in physical units, but often involves aggregation across

products measured in monetary value

I might include different types of labour (skilled, unskilled), and it might

include material, energy

I uit : error term

I α, βl and βk : parameters to be estimated

Productivity Panel data and GMM Olley-Pakes Levinsohn-Petrin Ackerberg-Caves-Frazer 12 / 59

Econometric Issues

I technology or management differences

I market power (particularly if Q measured in monetary value)

I variation in external factors (e.g., weather)

I measurement errors, etc.

Econometric Issues

1. specification and functional form

3. selection

Econometric Issues

1. specification and functional form

I we focus on Cobb Douglas (following much of the applied work)

3. selection

Econometric Issues

I There are several econometric issues we have to deal with

1. specification and functional form

2. data and potential measurement errors

I output (quality, prices, etc.)

market power than others and so can charge a higher price; these firms

will produce more (monetary output) with less inputs, and we will

impute this to productivity

3. selection

Productivity Panel data and GMM Olley-Pakes Levinsohn-Petrin Ackerberg-Caves-Frazer 16 / 59

Econometric Issues

1. specification and functional form

3. selection

I firms observed in the market are not necessarily a random draw from

the population of interest

time, and survival is not random

Simultaneity

I Observed inputs may be correlated with unobserved shock and

therefore OLS will yield biased and inconsistent estimates

I Suppose we observe a cross section of firms; some are more productive

(better managers); these firms might also need less labour to produce

the same output (and assuming they know this therefore hire less);

these firms will produce more with less labour, thus OLS will

underestimate βl

I Suppose we observe the same firms over time; in a period the firm gets

a higher productivity shock (which it observes) it will hire more labour;

OLS will attribute all the increase in output to the change in labour,

thus overestimating βl

assuming capital is pre-determined; but related issue can arise with

capital

Potential solutions to the Simultaneity Problem

I Instrumental variables

I Fixed effects and first-differences

I General Method of moments (GMM)

Instrumental variable (in a cross section)

I Look for a variable that is correlated with the variable input (labour)

and uncorrelated with the shock

I for example, input prices has been a favourite IV

I Problems:

I input prices might not be well observed

I they might not vary by firm (in a cross section this means this cannot

be used, in a panel structure basically become a time dummy)

I even if input prices vary by firm, why do they vary? the variation is

likely to be correlated with the error, for example due to market power

in input market or a matching process between firms and inputs

Panel Data

I With panel data we see the same firm multiple times

I Assume

uit = αi + εit

I where αi is a firm specific shock, does not vary over time, and

accounts for all of the “problem”, and εit is idiosyncratic noise

I the firm specific effect is a parameter to be estimated

I only restriction is that it is fixed over time for each firm

I The fixed effects model can be estimated in several ways:

I estimate a dummy variable for each firm

I “within” transformation

I first differences

Fixed Effects

I estimate a dummy variable for each firm

I “within” transformation

1

PT 1

PT 1

PT

I yi = T t=1 yit , li = T t=1 lit , ki = T t=1 kit

I OLS estimation of this equation will yield identical estimates to the

dummy variables approach, but will be easier to compute (and does not

suffer from the incidental parameters problem)

I α b i = y i − βl l i − βk k i

bi can be estimated by α

Productivity Panel data and GMM Olley-Pakes Levinsohn-Petrin Ackerberg-Caves-Frazer 22 / 59

Potential problems

I Is the part of the error that impacts input choice really fixed?

I if not the estimates might still be biased

I The “within” transformation

I reduces the signal to noise ratio, so measurement error will become

more of an issue and the estimates will be biased towards zero

(assuming classical measurement error)

I requires strict exogeneity; lit must be uncorrelated with εiτ for all t and

τ , since εi is in the error term

General Method of Moments (GMM)

I Differencing gets rid of the additive firm-specific effect

I without measurement error and with strict exogeneity a “within”

transformation is more efficient than differencing

I however, if we worry about either measurement error or the strict

exogeneity assumption we could consider differencing the data

I To improve efficiency we can use several possible differences

I for example if T = 4 we have three first-differences, two

second-differences, one third difference

I which should we use? can we combine them?

I GMM is an easy way to combine the moments

I Griliches-Hausman (JOE, 1985) explore this and show that one can use

the different differences to learn about the effect of measurement error

Dynamic Panel Methods

complex models that allow for the part of the error term that is

transmitted to inputs to vary over time

I Now simple differencing will not solve the simultaneity problem, so the

literature uses the structure of the panel to generate Instrumental

Variables

I Arellano and Bond (1991)

I Blundell and Bond (2000)

Arellano and Bond

I where αi and ωit are “transmitted”, i.e they have an impact on the

firm’s choice of lit

I ωit is not autocorrelated

yit −yi,t−1 = βl (lit −li,t−1 )+βk (kit −ki,t−1 )+(ωit −ωi,t−1 )+(εit −εi,t−1 )

I the difference (ωit − ωi,t−1 ) is in the error term and is correlated with

(lit − li,t−1 )

I therefore we need an instrumental variable

Arellano and Bond

I Arellano and Bond (1991) suggest using lagged values of output and

the inputs as IV

I use lit−τ and kit−τ , for τ ≥ 2

I we could also consider using lagged values of the outputs

I yit−τ for τ ≥ 2, and depending on the assumptions on how and when

capital is chosen kit and kit−1 , as additional IVs

τ =1 = 0

Arellano and Bond

I Problems:

I this approach has performed poorly both with real data and in Monte

Carlo studies

I seems that lagged values are weak instruments for the differences

I the assumption that ωit is not autocorrelated seems strong

Blundell and Bond

I To deal with the weak IV problem Blundell and Bond (2000) propose

additional moment conditions

I in addition to lagged levels as insturments for differences

I use lagged differences of the inputs (i.e., lit−1 − li,t−2 , and

kit−1 − ki,t−2 ) as instruments for the levels equation

I this is justified if we assume

h i

t−2

E uit | {liτ − liτ −1 , kiτ − kiτ −1 }τ =2 = 0

I In words:

I we assume that the level of past inputs is not a valid IV (since it will

depend on αi ),

I but that past changes in inputs are valid (since they were driven by

realizations of past ω and ε)

Blundell and Bond

the “differences as IVs for levels equations” yields what is often called

the “system GMM”

I These IVs are likely to be powerful

I because there are adjustment costs and the current level of the inputs

will likely depend on past levels, which are a summation of past changes

I System GMM typically has better, more stable, performance than just

relying on either of the moments separately

I However, if there are adjustment costs then why aren’t firms forward

looking

I in which case if they can (partially) predict future ω and ε, and the

moment condition used will be violated

Blundell and Bond

I Can be extended to deal with serial correlation in ωit

I uit = αi + ωit + εit , where αi and ωit are “transmitted”

I assume ωit = ρωit−1 + vit follows an AR(1) process

I use yiτ , li,t−τ and ki,t−τ , for τ ≥ 3 as IV for the (quasi-difference)

equation

(yit − ρyi,t−1 ) − (yit−1 − ρyi,t−2 ) = βl ((lit − ρli,t−1 ) − (lit−1 − ρli,t−2 ))

+ βk ((kit − ρki,t−1 ) − (kit−1 − ρki,t−2 ))

+ ε∗it

where

τ =1 = 0

A ”Structural” Approach

I One of the main problems with the dynamic panel data approach is

that the setup is mostly statistical in nature

I there is little connection to economic modeling

and therefore often considered more ”structural”, is offered by

Olley-Pakes

I This approach has a lot in common with the dynamic panel methods

A ”Structural” Approach

last lecture

I to allow for input endogeneity with respect to a time varying

unobservable, not just pure fixed effect approaches

I allow for subsets of inputs to be dynamic in nature, but don’t have to

get explicit solution of complicated dynamic first order conditions

related to those inputs

I do not require the econometrician to observe exogenous, across-firm

variation in input prices, as is required with the IV based approaches

(usually relying in variation in input prices)

A ”Structural” Approach

(conditional on capital stock) is a strictly increasing function of a

scalar, firm-level, unobserved productivity shock

I This strict monotonicity implies that one can invert this investment

demand function, and thus control for the unobserved productivity

shock by conditioning on a nonparametric representation of that inverse

function

input demand function instead of an investment demand function to

control for the unobserved productivity shock

A ”Structural” Approach

I Ackerberg-Caves-Frazer:

I provide a clearer exposition of some of the potentially strong other

assumptions that need be made for this approach to work

I e.g. similarities in the environments that different firms face

with approach

The Olley-Pakes model

I Model

yit = α + βl lit + βk kit + ωit + εit

where

I y : log of output

I l: log of labour inputs

I k: log of capital inputs

I ωit is transmitted into the labor choice, unobserved

I εit is white noise

I α, βl , βk are parameters to be estimated

The Olley-Pakes model

Productivity shocks evolve according to the distribution

P(ωit | Iit−1 ) = P(ωit | ωit−1 ),

where Iit−1 is the firm’s information set at time t − 1

I firms do not observe the shock ωit until t, the distribution p(ωit+1 |ωit )

defines what they know about the distribution of future productivity

shocks

I this assumption is more general than the linear AR(1) typically assumed

in the dynamic panel literature

I however, it rules out higher order persistence, for example as in Arellano

and Bond, where the shock includes a firm “fixed” effect

The Olley-Pakes model

I Assumption 2 (timing):

I labour is choosen at t and is a non-dynamic input, the choice of labour

at time t does not impact future profits)

I capital is choosen at t − 1 and the choice is dynamic and evolves

according to

kit = K (kit−1 , iit−1 )

where K () is a deterministic function and iit−1 is investment at time

t −1

I implies that period-t capital stock of the firm was determined at t 1;

i.e. it takes a full period for new capital to be ordered, delivered, and

installed

for estimation

that ωit − E (ωit | Iit−1 ) = ωit − E (ωit | ωit−1 ) is not correlated with kit

(since iit−1 is determined at t − 1)

Productivity Panel data and GMM Olley-Pakes Levinsohn-Petrin Ackerberg-Caves-Frazer 38 / 59

The Olley-Pakes model

I Assumption 3 (scalar unobservable and strict monotonicity):

firms’ investment decision are given by

I says that investment is a function of the state variables kit , ωit , but lit is

not a state variable because it is non-dynamic and chosen at t

I Griliches and Mairesse (1998) noted that this places strong implicit

restrictions on additional firm-specific econometric unobservables in the

model; e.g. rules out any unobserved heterogeneity across firms in

adjustment costs of capital, in demand or labour market conditions, or

additional unobservables entering other parts of the production function

I indexing f () by t allow differences in these variables across time

The Olley-Pakes model

I Only ωit , no other unobserved shocks, enter the function

I an example of such shocks are firm specific input prices (or a firm

“fixed” effect)

macro economy) that change over time and impact all firms

Olley-Pakes

I Assumption 3 allows us to invert the investment decision to recover

the unobservable:

ωit = ft−1 (iit , kit )

≡ βl lit + φt (iit , kit ) + εit

I we would need to solve a fairly complex dynamic problem in order to

get it

I but we can estimate ωit non-parametrically

Estimation of Olley-Pakes

I Step 1 (recovering β̂l and φ̂it )

I Estimate βl by regressing yit on lit and a non-parametric approximation

of φt (i.e. polynomial expansion in argument of φt )

I note that

follows from Assumption 1

I by construction E (ξit | Iit−1 ) = 0, which combined with Assumption 2

implies that

E (ξit | kit ) = 0

Summary of Olley-Pakes

I In summary, we identified

I βl by controlling for ωit using the investment decision, which brought in

new information

I investment is closely related to the change in capital, so in some ways

this parallels the ideas in using lagged differences to estimate a levels

equation employed in the dynamic panel literature

I the difference is that here the lagged difference are used as a “control

function” of sorts

I βk is identified off of the timing decisions

I which very much parallels the ideas in using past levels to identify a

(quasi) difference equation in the dynamic panel literature

Summary of Olley-Pakes

be done in one step, stacking up all the moments

I Note, the model in the Olley-Pakes paper is more general in two ways:

I they allow for selection, which depends on ωit ; this adds a step,

between Step 1 and 2, where the probability of exit is estimated

non-parametrically

Levinsohn-Petrin

I Extend Olley-Pakes

I Note that investment tends to be lumpy

I In particular many observations with iit = 0

I For these observations ft is not strictly increasing and cannot be

inverted

I In principle, the OP approach can still work but it requires that we

ignore all the observations with iit = 0, which could mean ignoring a

lot of data

I Levinsohn-Petrin propose to modify the OP approach

Levinsohn-Petrin

I They consider

yit = α + βl lit + βk kit + βm mit + ωit + εit

I assume that mit = ft (ωit , kit ) and the ft is invertible

I Therefore

ωit = ft−1 (mit , kit )

I In Step 1, regress yit on lit and a non-parametric estimate of

φt (mit , kit ), get βbl and φ

cit

E (ξit (βk , βm ) | kit , mit−1 ) = 0

Levinsohn-Petrin

I Comments:

I Nice idea to bring in more proxies

I Why is ft nonparametric? Unlike Olley-Pakes we do not need a dynamic

model to specify it

I Given the production function and assumptions about input and output

prices it could be specified (recent papers do this, e.g. Gandhi et al)

I In some sense no new information - what is unique about mit ? Why

couldn’t we use labour?

Ackerberg-Caves-Frazer

I Worried about “colinearity” issues

I Consider Step 1 in Levinsohn-Petrin

I The question is why (in the model) will lit vary independently of

φt (mit , kit )?

I they vary independently when we estimate the model (otherwise, we

could not get first stage estimates)

I but the question is, is this real variation or just a function of us not

allowing for a general enough function for φt (or of the model being

mis-specified)

Ackerberg-Caves-Frazer

I in this case given the way we described mit we can write

Ackerberg-Caves-Frazer

I Option 2: lit chosen either before or after mit (and ωit evolves

between the choices)

I if lit is chosen after mit , we will get variation in lit (because in includes

additional information), but inverting mit will not recover the correct

productivity shock

I if lit is chosen before mit , then mit = ft (lit , ωit , kit ) and we will not get

the required variation

Ackerberg-Caves-Frazer

I measurement error in lit , but not in mit will generate the required

variation and still allow the inversion to recover the productivity shock

(note that we need no measurement error in mit for the inversion to

work)

I lit is chosen after mit , ωit does not evolves between the choices, and

there is an additional unexpected error that impacts the choice of labour

I these last two alternatives will work but are very specific and it is not

clear we want to build on them to justify the procedure

I similar issues exist in Olley-Pakes, but there the assumptions required

to justify the procedure are easier to believe

Ackerberg-Caves-Frazer

I Alternative method

I In addition to pointing out the problem, A-C-F offer an alternative

method (they actually offer more than one, this is the main one)

I Consider the value added production function:

I iit (and kit ) set at time t − 1

Ackerberg-Caves-Frazer

P(ωit | Iit−b ) = P(ωit | ωit−b ) and P(ωit−b | Iit−1 ) = P(ωit−b | ωit−1 )

I Given the timing, materials are determined by mit = ft (lit , ωit , kit ),

and ft is invertible

I Therefore:

Ackerberg-Caves-Frazer

I Step 1, regress yit on a non-parametric function of lit , kit and mit

I unlike before no parameters are estimated only φ cit is recovered

(basically the whole purpose of this step is to net out εit )

moment

E (ξit (βl , βk ) | kit , lit−1 ) = 0

the timing that seem reasonable and are consistent with the estimation

Ackerberg-Caves-Frazer Monte Carlo results

show that their approach does better, and is more robust to certain

forms of measurement error, than Olley-Pakes and Levinsohn-Petrin

I However, none of these consider a data generating process with a

fixed effect

I In practice, a big difference in estimates is in the coeffcient on capital,

which varies a lot between estimates based on fixed effects models and

those based on Olley-Pakes style models

Olley-Pakes results

Pavcnik results

Comparison of Pavcnik with fixed effects results

Final Comments

I OP/LP/ACF allow for general first order process (not just a linear

AR(1))

I dynamic panel approach can allow for a fixed effect in addition to the

AR(1) process (i.e., more persistence in the productivity shock), while

OP/LP/ACF cannot

I if a fixed-effect exists the moment condition used in the second step

would not be valid

monotonicity condition

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