Home > Research > Publications & Outputs > Estimation of nonparametric inefficiency effect...
View graph of relations

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

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published

Standard

Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing. / Tran, Kien C.; Tsionas, Michael.
In: Economic Modelling, Vol. 26, No. 5, 09.2009, p. 904-909.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

APA

Vancouver

Tran KC, Tsionas M. Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing. Economic Modelling. 2009 Sept;26(5):904-909. doi: 10.1016/j.econmod.2009.02.011

Author

Bibtex

@article{cdcf5360ce2c4fb5afc8e36790e549ed,
title = "Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing",
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.",
keywords = "Two-step semiparametric estimator, Technical efficiency , Marginal effects , Local linear estimator",
author = "Tran, {Kien C.} and Michael Tsionas",
year = "2009",
month = sep,
doi = "10.1016/j.econmod.2009.02.011",
language = "English",
volume = "26",
pages = "904--909",
journal = "Economic Modelling",
issn = "0264-9993",
publisher = "Elsevier",
number = "5",

}

RIS

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 -