Properties of technical efficiency estimators in the stochastic frontier model

DOI10.1016/0304-4076(84)90006-XMaRDI QIDQ2266558zbMATH OpenOpenAlexFDO

Authors Donald M. Waldman

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0304-4076(84)90006-x

zbMATH Keywords

correlation coefficientsdisturbance specificationestimatorsexponentialnormalsignal-to-noise ratiostochastic frontier model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Review text

This paper considers the disturbance specification \(\epsilon =v-u\) of the stochastic frontier model. For v distributed zero-mean normal and u half normal or exponential, we evaluate the population correlation coefficients between u and three estimators of u, E(u\(| \epsilon)\) and two linear estimators, for various values of the signal-to-noise ratio.

Recommendations

• On the distribution of estimated technical efficiency in stochastic frontier models
• On estimating efficiency effects in a stochastic frontier model
• Formulation and estimation of stochastic frontier production function models
• Efficiency measurement in the stochastic frontier model
• Smooth coefficient estimation of stochastic frontier models

Cites work

• A Monte Carlo study of estimators of stochastic frontier production functions
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• Maximum likelihood estimation of econometric frontier functions

Cited in

(6)

• Maximum likelihood estimation of the revenue function system with output-specific technical efficiency
• Efficiency measurement in the stochastic frontier model
• On relaxing the distributional assumption of stochastic frontier models
• Measurement of technical inefficiency and total factor productivity growth: a semiparametric stochastic input distance frontier approach and the case of Lithuanian dairy farms
• On the distribution of estimated technical efficiency in stochastic frontier models
• Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency

This page was built for publication: Properties of technical efficiency estimators in the stochastic frontier model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2266558)