A constrained state space approach for estimating firm efficiency

DOI10.1016/J.ECONLET.2017.01.005MaRDI QIDQ1672855zbMATH OpenOpenAlexFDO

Authors Levent Kutlu

Publication date 11 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2017.01.005

zbMATH Keywords

Kalman filterpanel datastochastic frontier

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Production theory, theory of the firm (91B38)

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Cites work

• A new panel data treatment for heterogeneity in time trends
• A zero inefficiency stochastic frontier model
• Battese-Coelli estimator with endogenous regressors
• Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures
• Efficiency Analysis: A Primer on Recent Advances
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Estimation of long-run inefficiency levels: a dynamic frontier approach
• Estimation of market power in the presence of firm level inefficiencies
• Formulation and estimation of stochastic frontier production function models
• GMM estimation of stochastic frontier model with endogenous regressors
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Time series analysis by state space methods

Cited in

(6)

• A time-varying true individual effects model with endogenous regressors
• Calculating efficiency for spatial autoregressive stochastic frontier model
• ESTIMATION OF FIRMS EFFICIENCIES USING A KALMAN FILTER AND STOCHASTIC EFFICIENCY MODEL
• A distribution-free stochastic frontier model with endogenous regressors
• Estimating efficiency in a spatial autoregressive stochastic frontier model
• A spatial stochastic frontier model with endogenous frontier and environmental variables

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