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首页> 外文期刊>Journal of Economic Dynamics and Control >Do firms share the same functional form of their growth rate distribution? A statistical test
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Do firms share the same functional form of their growth rate distribution? A statistical test

机译：公司是否具有相同的增长率分布功能形式？统计检验

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摘要

We propose a hypothesis testing procedure to investigate whether the same growth rate distribution is shared by all the firms in a balanced panel or, more generally, whether they share the same functional form for this distribution, without necessarily sharing the same parameters. We apply the test to panels of US and European Union publicly quoted manufacturing firms, both at the sectoral and at the subsectoral NAICS level. We consider the following null hypotheses about the growth rate distribution of the individual firms: (ⅰ) an unknown shape common to all firms, with all the firms sharing also the same parameters, or with the firm variance related to its firm size through a scaling relationship, and (ⅱ) several functional shapes described by the Subbotin family of distributions. Our empirical results indicate that firms do not have a common shape of the growth rate distribution at the sectorial NAICS level, whereas firms may typically be described by the same shape of the distribution at the subsectorial level, even if the specific shape may not be the same for different subsectors.
机译：我们提出了一种假设检验程序，以调查均衡的面板中所有公司是否共享相同的增长率分布，或更普遍地说，它们是否为此共享相同的功能形式，而不必共享相同的参数。我们将该测试应用于美国和欧洲联盟公开报价的制造公司的部门和部门NAICS级别。我们考虑以下有关单个公司增长率分布的零假设：（ⅰ）所有公司共有的未知形状，所有公司也共享相同的参数，或者通过缩放与公司规模相关的公司方差（ⅱ）Subbotin分布族描述的几种功能形状。我们的经验结果表明，企业在部门NAICS层次上没有通用的增长率分布形状，而企业通常可以在子部门层次上以相同的分布形状描述，即使特定形状可能不是不同部门的情况相同。

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  • 来源
    《Journal of Economic Dynamics and Control》 |2014年第2期|140-164|共25页
  • 作者

    Jose T. Lunardi; Salvatore Micciche; Fabrizio Lillo; Rosario N. Mantegna; Mauro Gallegati;

  • 作者单位

    Departamento de Matematica e Estatistica, Universidade Estadual de Ponta Crossa, Avenida General Carlos Cavalcanti, 4748, 84032-900 Ponta Crossa, PR, Brazil;

    Dipartimento di Fisica e Chimica, Universita degli Studi di Palermo, Viale delle Scienze, Ed 18, 90128 Palermo, Italy;

    Dipartimento di Fisica e Chimica, Universita degli Studi di Palermo, Viale delle Scienze, Ed 18, 90128 Palermo, Italy,Scuola Normale Superiore di Pisa, Piazza dei Cavalieri 7, 56126 Pisa, Italy,Santa ft Institute, 1399 Hyde Park Road, Santa ft. NM 87501, USA;

    Dipartimento di Fisica e Chimica, Universita degli Studi di Palermo, Viale delle Scienze, Ed 18, 90128 Palermo, Italy, Center for Network Science and Department of Economics, Central European University, Nddor u. 9, 1051 Budapest, Hungary;

    Dipartimento di Economia, Universita Politecnica Delle Marche, Piazza Martelli, 8, 60121 Ancona, Italy;

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  • 正文语种 eng
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  • 关键词

    Growth rate distribution of individual firm; Heterogeneous firms; EDF tests;

    机译：个体企业的增长率分布;异构企业;EDF测试;

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