Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing
AU - Tran, Kien C.
AU - Tsionas, Michael
PY - 2009/9
Y1 - 2009/9
N2 - 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.
AB - 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.
KW - Two-step semiparametric estimator
KW - Technical efficiency
KW - Marginal effects
KW - Local linear estimator
U2 - 10.1016/j.econmod.2009.02.011
DO - 10.1016/j.econmod.2009.02.011
M3 - Journal article
VL - 26
SP - 904
EP - 909
JO - Economic Modelling
JF - Economic Modelling
SN - 0264-9993
IS - 5
ER -