Consistent method of moments estimation of the true fixed effects model

DOI10.1016/J.ECONLET.2015.08.036MaRDI QIDQ1667939zbMATH OpenOpenAlexFDO

Authors Daniel Wikström

Publication date 31 August 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2015.08.036

zbMATH Keywords

fixed effectspanel datamethod of momentsstochastic frontiertrue fixed effects (TFE) model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• A gamma-distributed stochastic frontier model
• Consistent estimation of the fixed effects stochastic frontier model
• Estimating fixed-effect panel stochastic frontier models by model transformation
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model

Cited in

(2)

• Consistent inference in fixed-effects stochastic frontier models
• Consistent estimation of the fixed effects stochastic frontier model

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