A method of moments estimator for a stochastic frontier model with errors in variables

DOI10.1016/j.econlet.2004.04.009zbMath1255.62342OpenAlexW3124732889MaRDI QIDQ1927609

Yi-Yi Chen, Hung-Jen Wang

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/185575/1/09.pdf

zbMATH Keywords

measurement errormoment condition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items

Semiparametric maximum likelihood estimation of stochastic frontier model with errors-in-variables ⋮ Inference for a truncated positive normal distribution ⋮ Local influence analysis of stochastic frontier estimation: a case-weights perturbation approach

Cites Work

• Estimation of technical inefficiency in panel data models with firm- and time-specific effects
• Formulation and estimation of stochastic frontier production function models
• TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS