Estimating fixed-effect panel stochastic frontier models by model transformation

DOI10.1016/j.jeconom.2009.12.006zbMath1431.62672OpenAlexW2001910688MaRDI QIDQ736522

Chia-Wen Ho, Hung-Jen Wang

Publication date: 4 August 2016

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/31081/1/MPRA_paper_31081.pdf

zbMATH Keywords

fixed effectspanel datastochastic frontier models

Mathematics Subject Classification ID

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

Related Items (16)

Empirical likelihood based inference for fixed effects varying coefficient panel data models ⋮ Dependence modeling in stochastic frontier analysis ⋮ Consistent inference in fixed-effects stochastic frontier models ⋮ Consistent method of moments estimation of the true fixed effects model ⋮ Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity ⋮ Calculating efficiency for spatial autoregressive stochastic frontier model ⋮ Consistent estimation of the fixed effects stochastic frontier model ⋮ A time-varying true individual effects model with endogenous regressors ⋮ A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms ⋮ Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency ⋮ Flexible panel stochastic frontier model with serially correlated errors ⋮ Where in the supply chain network does ISO 9001 improve firm productivity? ⋮ Imposing regularity conditions to measure banks' productivity changes in Taiwan using a stochastic approach ⋮ Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales ⋮ Some recent developments in efficiency measurement in stochastic frontier models ⋮ Testing for distributional features in varying coefficient panel data models

Cites Work

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• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Biases in frontier estimation due to heteroscedasticity
• Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency
• Estimation in the presence of incidental parameters
• Investment-Cash Flow Sensitivities are Useful: A Comment on Kaplan and Zingales
• Investment-Cash Flow Sensitivities Are Not Valid Measures of Financing Constraints
• Consistent Estimates Based on Partially Consistent Observations

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