Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing

Tran, Kien C. and Tsionas, Michael (2009) Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing. Economic Modelling, 26 (5). pp. 904-909. ISSN 0264-9993

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Abstract

The purpose of this paper is to propose a simple stochastic frontier model with a non-parametric specification for covariates affecting the mean of technical inefficiency. We derive a simple two-step semiparametric estimation procedure to estimate the frontier parameters as well as the mean of the technical inefficiency. The consistency of the estimator and its asymptotic normality are shown. The proposed method is illustrated using a large panel data set of British manufacturing firms.

Item Type:
Journal Article
Journal or Publication Title:
Economic Modelling
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2002
Subjects:
?? two-step semiparametric estimatortechnical efficiency marginal effects local linear estimatoreconomics and econometrics ??
ID Code:
65247
Deposited By:
Deposited On:
17 Jun 2013 13:11
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 14:02