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  • 12042018_KKT Spatial SFA Endogeneity- v.2_LK

    Rights statement: This is the author’s version of a work that was accepted for publication in European Journal of Operational Research. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in European Journal of Operational Research, 286, 1, 2020 DOI: 10.1016/j.ejor.2020.03.020

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A spatial stochastic frontier model with endogenous frontier and environmental variables

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A spatial stochastic frontier model with endogenous frontier and environmental variables. / Kutlu, Levent; Tran, Kien C.; Tsionas, Mike G.
In: European Journal of Operational Research, Vol. 286, No. 1, 01.10.2020, p. 389-399.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Kutlu, L, Tran, KC & Tsionas, MG 2020, 'A spatial stochastic frontier model with endogenous frontier and environmental variables', European Journal of Operational Research, vol. 286, no. 1, pp. 389-399. https://doi.org/10.1016/j.ejor.2020.03.020

APA

Vancouver

Kutlu L, Tran KC, Tsionas MG. A spatial stochastic frontier model with endogenous frontier and environmental variables. European Journal of Operational Research. 2020 Oct 1;286(1):389-399. Epub 2020 Mar 19. doi: 10.1016/j.ejor.2020.03.020

Author

Kutlu, Levent ; Tran, Kien C. ; Tsionas, Mike G. / A spatial stochastic frontier model with endogenous frontier and environmental variables. In: European Journal of Operational Research. 2020 ; Vol. 286, No. 1. pp. 389-399.

Bibtex

@article{da4332a0f74b434d9e735b3f54f27945,
title = "A spatial stochastic frontier model with endogenous frontier and environmental variables",
abstract = "We propose a spatial autoregressive stochastic frontier model, which allows for the endogeneity in both the frontier and environmental variables (i.e., endogeneity due to correlation of inefficiency term and two-sided error term). The model parameters are estimated using a single-stage control function approach. Monte Carlo simulations show that our proposed model and approach perform well in finite samples. We employed our methodology to the Chinese chemicals firm data and found evidence for both spatial effects and endogeneity.",
author = "Levent Kutlu and Tran, {Kien C.} and Tsionas, {Mike G.}",
note = "This is the author{\textquoteright}s version of a work that was accepted for publication in European Journal of Operational Research. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in European Journal of Operational Research, 286, 1, 2020 DOI: 10.1016/j.ejor.2020.03.020",
year = "2020",
month = oct,
day = "1",
doi = "10.1016/j.ejor.2020.03.020",
language = "English",
volume = "286",
pages = "389--399",
journal = "European Journal of Operational Research",
issn = "0377-2217",
publisher = "Elsevier Science B.V.",
number = "1",

}

RIS

TY - JOUR

T1 - A spatial stochastic frontier model with endogenous frontier and environmental variables

AU - Kutlu, Levent

AU - Tran, Kien C.

AU - Tsionas, Mike G.

N1 - This is the author’s version of a work that was accepted for publication in European Journal of Operational Research. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in European Journal of Operational Research, 286, 1, 2020 DOI: 10.1016/j.ejor.2020.03.020

PY - 2020/10/1

Y1 - 2020/10/1

N2 - We propose a spatial autoregressive stochastic frontier model, which allows for the endogeneity in both the frontier and environmental variables (i.e., endogeneity due to correlation of inefficiency term and two-sided error term). The model parameters are estimated using a single-stage control function approach. Monte Carlo simulations show that our proposed model and approach perform well in finite samples. We employed our methodology to the Chinese chemicals firm data and found evidence for both spatial effects and endogeneity.

AB - We propose a spatial autoregressive stochastic frontier model, which allows for the endogeneity in both the frontier and environmental variables (i.e., endogeneity due to correlation of inefficiency term and two-sided error term). The model parameters are estimated using a single-stage control function approach. Monte Carlo simulations show that our proposed model and approach perform well in finite samples. We employed our methodology to the Chinese chemicals firm data and found evidence for both spatial effects and endogeneity.

U2 - 10.1016/j.ejor.2020.03.020

DO - 10.1016/j.ejor.2020.03.020

M3 - Journal article

VL - 286

SP - 389

EP - 399

JO - European Journal of Operational Research

JF - European Journal of Operational Research

SN - 0377-2217

IS - 1

ER -