Telephone: (352) 392-1845 Ext. 404
Fax: (352) 392-3646
Email: cbmoss@ufl.edu

Lecture V: Simple Estimation with Ordinary Least Squares and Nonparametric Regression PDF Notes , PowerPoint, Slides, WMA Partial

More Lecture on elasticities of substitution WMA
Ordinary Least Squares
Computer Files

Gauss Code
Illinois and Indiana Data
Aggregate Corn Data for 1995-2003
Another Panel of Corn Production with Input and Output Prices
Maxima 5.19.1 - please see Main Source Code Mirror

Nonparametric Surfaces

Mathematica Notebook

Readings

Halter, A.N., H.O. Carter, and J.G. Hocking "A Note on the Transcendenal Production Function." Journal of Farm Economics 39(4)(Nov 1957): 966-74. JSTOR
Gallant, A. Ronald "The Fourier Flexible Form" American Journal of Agricultural Economics 66(2)(May 1984): 204-8. JSTOR
Kmenta, J. "On Estimation of the CES Production Function" International Economic Review 8(2)(Jun 1967): 180-9. JSTOR
McCarthy, Michael D. "Approximation of the CES Production Function: A Comment." International Economic Review 8(2)(Jun 1967): 190-2. JSTOR
Mundlak, Yair "Production Function Estimation: Reviving the Primal" Econometrica 64(2)(Mar 1996): 431-438. JSTOR

Data and Code

Illinois Corn Data
Terrel Quadratic Gauss Code
Constrained Eigenvalues

Lecture VI: Simultaneity and Other "Simple" Problems PDF Notes, PowerPoint, Slides, WMA

Simultaneity and sample selection
Zeros and other data problems
Existence of Stage III
Data

Fertilizer use from the USDA/ERS "Agricultural Chemicals and Production Technology: Recommended Data Products" Database Excel Spreadsheet, FIPS Codes

Readings

de Janvry, Alain "The Generalized Production Function" American Journal of Agricultural Economics 54(2)(May 1972): 234-37. JSTOR
Griliches, Z. and Jacques Mairesse "Production Functions: The Search for Identification." NBER Working Paper No. 5067, March 1995. NBER Working Paper
Hoch, Irving "Simultaneous Equation Bias in the Context of the Cobb-Douglass Production Function" Econometrica 26(4)(Oct 1958): 566-78. JSTOR
Hodges, Dorothy J. "A Note on Estimation of Cobb-Douglas and CES Production Function Models." Econometrica 37(4)(Oct 1969): 721-5. JSTOR
Kmenta, J. "Some Properties of Alternative Estimates of the Cobb-Douglas Production Function." Econometrica 32(1/2)(Jan-Apr 1964): 183-8. JSTOR
Marschak, Jacob and William H. Andrews Jr. "Random Simultaneous Equations and the Theory of Production." Econometrica 12(3/4)JSTOR
Moss, Charles B. "Estimation of the Cobb-Douglas with Zero Input Levels: Bootstrapping and Substitution." Applied Economics Letters 7(10)(Oct 2000): 677-9. EBSCO
Mundlak, Yair and Irving Hoch "Consequences of Alternative Specifications in the Estimation of Cobb-Douglas Production Functions." Econometrica 33(4)(Oct 1965): 814-28. JSTOR
Zellner, A., J. Kmenta, and J. Dreze "Specification and Estimation of Cobb-Douglas Production Function Models." Econometrica 34(4)(Oct 1966): 784-95. JSTOR

Lecture VII: Stochastic Production Functions PDF Notes, PowerPoint, Slides, WMA

Readings

Bernardo, D.J., N. Coulibaly, and G.W. Horn. "Use of a Stochastic Production Function to Evaluate the Effect of Energy Supplementation of Wheat Pasture Stocker Cattle on Production Risk." Working Paper
Buccola, Steven T. and Bruce A. McCarl "Small-Sample Evaluation of Mean-Variance Production Function Estimators." American Journal of Agricultural Economics 68(3)(Aug 1986): 732-8.JSTOR
Just, Richard E. and Rulan D. Pope "Stochastic Specification of Production Functions and Economic Implications." Journal of Econometrics 7(1)(Feb 1978): 67-86.ScienceDirect
Just, Richard E. and Rulan D. Pope "Production Function Estimation and Related Risk Considerations." American Journal of Agricultural Economics 61(2)(May 1979): 276-84.JSTOR

Programs

Lecture VIII: Estimation of Production Functions: Fixed Effects in Panel Data PDF Notes, PowerPoint, Slides, WMA

Balanced Panel Dataset Excel
Sample Estimation for Homework Excel file of "clean data" and ASCI data file, Gauss Code
Wheat Data - 2000 Excel
KLEM Ag Data Excel
Readings

Hsiao, Cheng Analysis of Panel Data New York: Cambridge University Press, 1986.

Lecture IX: Estimation of Production Functions: Random Effects in Panel Data PDF Notes, PowerPoint, Slides, WMA1, WMA2
Lecture X: Stochastic Error Functions I: Another Composed Error PDF Notes, PowerPoint, Slides, WMA
Lecture XI: Stochastic Error Functions II: Estimation of Stochastic Frontiers PDF Notes, PowerPoint, WMA

Software Links

Frontier 4.1 CEPA
Gauss Code for the Half-Normal Stochastic Frontier Model Gauss Code

Lecture XII: Empirical Applications of the Primal PowerPoint, WMA, WMA2

Mishra, Ashok K., Charles B. Moss, and Kenneth Erickson. "Valuing Farmland with Multiple Quasi-Fixed Inputs." Applied Economics 36(15)(2004): 1655-69. EBSCOhost.

2001 Midterm PDF file, Illinois Data
2005 First Midterm PDF file, Exam I Data 2005