Consistent estimation of the fixed effects stochastic frontier model

Journal of Econometrics

Volumn 181, Issue 2, 2014, Pages 65-76

  Chen, Yi Yi ^a   Schmidt, Peter ^b   Wang, Hung Jen ^c  

^a TAMKANG UNIVERSITY   (Taiwan)

^b MICHIGAN STATE UNIVERSITY   (United States)

^c NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Fixed effects; Panel data; Stochastic frontier

Indexed keywords

COMPUTER SIMULATION; ERRORS; INDUSTRY; LINEAR REGRESSION; MAXIMUM LIKELIHOOD ESTIMATION; SAMPLING; STOCHASTIC SYSTEMS;

FIXED EFFECTS; LINEAR REGRESSION MODELS; PANEL DATA; REGRESSION COEFFICIENT; STATISTICAL LITERATURE; STOCHASTIC FRONTIER; STOCHASTIC FRONTIER ANALYSIS; STOCHASTIC FRONTIER MODELS;

STOCHASTIC MODELS;

EID: 84901447556     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2013.05.009     Document Type: Article

References (24)

1. A. Azzalini A class of distributions which includes the normal ones Scand. J. Stat. 12 1985 171 178
2. J.S. Butler, and R. Moffitt A computationally efficient quadrature procedure for the one-factor multinomial probit model Econometrica 50 1982 761 764
3. G.C. Chamberlain Analysis of covariance with qualitative data Rev. Econom. Stud. 47 1980 225 238
4. Y.-T. Chen, and H.-J. Wang Centered-residuals-based moment tests for stochastic frontier models Econom. Rev. 31 2012 625 653
5. Colombi, R., Kumbhakar, S.C., Martini, G., Vittadini, G., 2011. A Stochastic frontier model with short-run and long-run inefficiency. Unpublished manuscript, University of Bergamo.
6. J.A. Domínguez-Molina, G. González-Farías, and R. Ramos-Quiroga Skew normality in stochastic frontier analysis Commun. Tech. I-03-18 2003 1 13
7. G. González-Farías, J.A. Domínguez-Molina, and A.K. Gupta Additive properties of skew normal random vectors J. Statist. Plann. Inference 126 2004 521 534 (Pubitemid 39603451)
8. G. González-Farías, J.A. Domínguez-Molina, and A.K. Gupta The closed skew normal distribution M. Genton, Skew Elliptical Distributions and their Applications: A Journey beyond Normality 2004 Chapman and Hall/CRC Boca Raton, Florida (Chapter 2)
9. W.H. Greene Distinguishing between heterogeneity and inefficiency: stochastic frontier analysis of the World Health Organization's panel data on national health care systems Health Econom. 13 2004 959 980
10. W.H. Greene Reconsidering heterogeneity in panel data estimators of the stochastic frontier model J. Econometrics 126 2005 269 303
11. W.H. Greene Fixed and random effects in stochastic frontier models J. Product. Anal. 23 2005 7 32
12. J. Jondrow, I. Materov, C.A.K. Lovell, and P. Schmidt On the estimation of technical inefficiency in the stochastic frontier production function model J. Econometrics 19 1982 233 238
13. S. Kotz, N. Balakrishnan, and N.L. Johnson Continuous Multivariate Distributions second ed Models and Applications Volume 1 2000 John Wiley & Sons
14. S.C. Kumbhakar, and H.-J. Wang Estimation of growth convergence using a stochastic production frontier approach Econom. Lett. 88 2005 300 305 (Pubitemid 40984374)
15. Y. Mundlak On the pooling of time series and cross section data Econometrica 46 1978 69 85
16. R. Nelsen An Introduction to Copulas 1999 Springer-Verlag New York
17. M. Pitt, and L.-F. Lee The measurement and sources of technical inefficiency in the indonesian weaving industry J. Econometrics 9 1981 43 64
18. S. Polachek, and B. Yoon Panel estimates of a two-tiered earnings frontier J. Appl. Econom. 11 1996 169 178
19. S. Rungsuriyawiboon, and S. Stefanou The dynamics of efficiency and productivity growth in U.S. electric utilities J. Product. Anal. 30 2008 177 190
20. P. Schmidt, and R. Sickles Production frontiers and panel data J. Bus. Econom. Statist. 2 1984 367 374
21. R. Stevenson Likelihood functions for generalized stochastic frontier estimation J. Econometrics 13 1980 57 66
22. W.-S. Wang, C. Amsler, and P. Schmidt Goodness of fit tests in stochastic frontier models J. Product. Anal. 35 2011 95 118
23. H.-J. Wang, and C.-W. Ho Estimating fixed-effect panel stochastic frontier models by model transformation J. Econometrics 157 2010 286 296
24. J.W. Wooldridge Econometric Analysis of Cross Section and Panel Data second ed 2010 MIT Press Cambridge