Stochastic production frontiers and panel data: A latent variable framework

DOI10.1016/0377-2217(94)00136-ZzbMath0928.91027OpenAlexW4300505357MaRDI QIDQ1129997

Michel Simioni, Marc Ivaldi, Sylvette Monier-Dilhan

Publication date: 16 August 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)00136-z

zbMATH Keywords

panel dataestimation of a production frontier

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach ⋮ Econometric efficiency analysis: A policy-oriented review

Uses Software

• LISREL
• PRELIS

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Identification in restricted factor models and the evaluation of rank conditions
• Recent developments in DEA. The mathematical programming approach to frontier analysis
• Linear latent variable models and covariance structures
• Handbook of econometrics. Volume 2
• Formulation and estimation of stochastic frontier production function models
• Exact and superlative index numbers
• Structural analysis of covariance and correlation matrices
• Pseudo Maximum Likelihood Methods: Theory
• Posterior analysis of the factor model
• Panel Data and Unobservable Individual Effects
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Specification Tests in Econometrics
• Asymptotically distribution‐free methods for the analysis of covariance structures

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