A time-varying true individual effects model with endogenous regressors

DOI10.1016/j.jeconom.2019.01.014zbMath1452.62937OpenAlexW3125879108MaRDI QIDQ2000876

Levent Kutlu, Kien C. Tran, Mike G. Tsionas

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://scholarworks.utrgv.edu/ef_fac/29

zbMATH Keywords

endogeneitypanel datastochastic frontiertime-varying heterogeneitytrue fixed effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38)

Related Items (3)

A spatial stochastic frontier model with endogenous frontier and environmental variables ⋮ Calculating efficiency for spatial autoregressive stochastic frontier model ⋮ Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models

Cites Work

• Unnamed Item
• Estimating Production Functions Using Inputs to Control for Unobservables
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Estimation of market power in the presence of firm level inefficiencies
• Endogeneity in stochastic frontier models: copula approach without external instruments
• Battese-Coelli estimator with endogenous regressors
• Estimating fixed-effect panel stochastic frontier models by model transformation
• An introduction to copulas.
• Biases in frontier estimation due to heteroscedasticity
• Consistent inference in fixed-effects stochastic frontier models
• A constrained state space approach for estimating firm efficiency
• Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency
• A distribution-free stochastic frontier model with endogenous regressors
• Endogenous environmental variables in stochastic frontier models
• GMM estimation of stochastic frontier model with endogenous regressors
• Consistent estimation of the fixed effects stochastic frontier model
• Endogeneity in stochastic frontier models
• Some models for stochastic frontiers with endogeneity
• Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency
• Identification Properties of Recent Production Function Estimators
• The Dynamics of Productivity in the Telecommunications Equipment Industry

This page was built for publication: A time-varying true individual effects model with endogenous regressors