Some models for stochastic frontiers with endogeneity

DOI10.1016/j.jeconom.2015.06.012zbMath1419.62508OpenAlexW1123250277MaRDI QIDQ2635050

William E. Griffiths, Gholamreza Hajargasht

Publication date: 11 February 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11343/121895

zbMATH Keywords

Gibbs samplingtechnical efficiencyinstrumental variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Related Items (9)

Endogenous environmental variables in stochastic frontier models ⋮ A spatial stochastic frontier model with endogenous frontier and environmental variables ⋮ Bayesian artificial neural networks for frontier efficiency analysis ⋮ Sustainable budgeting and financial balance: which lever will you pull? ⋮ On distinguishing the direct causal effect of an intervention from its efficiency-enhancing effects ⋮ A time-varying true individual effects model with endogenous regressors ⋮ Estimating stochastic production frontiers: a one-stage multivariate semiparametric Bayesian concave regression method ⋮ On estimating efficiency effects in a stochastic frontier model ⋮ Of Particles and Molecules: Application of Particle Filtering to Irrigated Agriculture in Punjab, India

Cites Work

• Unnamed Item
• Unnamed Item
• Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
• Battese-Coelli estimator with endogenous regressors
• Slice sampling. (With discussions and rejoinder)
• GMM estimation of stochastic frontier model with endogenous regressors
• On the Pooling of Time Series and Cross Section Data
• Efficiency Analysis: A Primer on Recent Advances
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)

This page was built for publication: Some models for stochastic frontiers with endogeneity