A constrained state space approach for estimating firm efficiency

DOI10.1016/j.econlet.2017.01.005zbMath1396.91344OpenAlexW2567925932MaRDI QIDQ1672855

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

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

Related Items (5)

A spatial stochastic frontier model with endogenous frontier and environmental variables ⋮ Calculating efficiency for spatial autoregressive stochastic frontier model ⋮ A time-varying true individual effects model with endogenous regressors ⋮ A distribution-free stochastic frontier model with endogenous regressors ⋮ Estimating efficiency in a spatial autoregressive stochastic frontier model

Cites Work

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• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
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• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures
• Efficiency Analysis: A Primer on Recent Advances

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