The DOI matches its Crossref record.
Specification and Estimation of Cobb-Douglas Production Function Models
Abstract
In this paper we consider the specification and estimation of the Cobb-Douglas production function model. After reviewing the "traditional " specifying assumptions for the model which are based on deterministic profit maximization, we develop a model in which profits are stochastic and in which maximization of the mathematical expectation of profits is posited. "Sampling theory " and Bayesian estimation techniques for this model are presented. 1.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
Formulation and estimation of stochastic frontier production function models
Aigner, D., Lovell, C. A. K., & Schmidt, P. (1977) · Journal of Econometrics · doi:10.1016/0304-4076(77)90052-5 · Cited by 10,135
RECENT DEVELOPMENTS IN FRONTIER MODELLING AND EFFICIENCY MEASUREMENT
Coelli, T. J. (1995) · Australian Journal of Agricultural Economics · doi:10.1111/j.1467-8489.1995.tb00552.x · Cited by 769
Maximum likelihood estimation of econometric frontier functions
Greene, W. H. (1980) · Journal of Econometrics · doi:10.1016/0304-4076(80)90041-x · Cited by 704
The inconsistency of common scale estimators when output prices are unobserved and endogenous
Klette, T. J., & Griliches, Z. (1996) · Journal of Applied Econometrics · doi:10.1002/(sici)1099-1255(199607)11:4<343::aid-jae404>3.0.co;2-4 · Cited by 601
The effects of leveraged buyouts on productivity and related aspects of firm behavior
Lichtenberg, F. R., & Siegel, D. (1990) · Journal of Financial Economics · doi:10.1016/0304-405x(90)90025-u · Cited by 533
Metadata
- Authors
- Zellner, A., Kmenta, J., & Dreze, J.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1966-10
- Volume
- 34
- Issue
- 4
- Pages
- 784
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2017286318
- Cited by
- 654
- References
- 0
- FWCI
- 41.62
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Specification and Estimation of Cobb-Douglas Production Function Models. https://app.cochat.ai/papers/10.2307/1910099
- The paper
- Zellner, A., Kmenta, J., & Dreze, J. (1966). Specification and Estimation of Cobb-Douglas Production Function Models. Econometrica. https://doi.org/10.2307/1910099
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
