A time-varying true individual effects model with endogenous regressors

DOI10.1016/J.JECONOM.2019.01.014MaRDI QIDQ2000876zbMATH OpenOpenAlexFDO

Authors Levent Kutlu, Kien C. Tran, Mike G. Tsionas

Publication date 1 July 2019

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

Full work available at URL https://scholarworks.utrgv.edu/ef_fac/29

zbMATH Keywords

endogeneitypanel datastochastic frontiertime-varying heterogeneitytrue fixed effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38)

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Cites work

• scientific article; zbMATH DE number 3283209 (Why is no real title available?)
• A constrained state space approach for estimating firm efficiency
• A distribution-free stochastic frontier model with endogenous regressors
• An introduction to copulas.
• Battese-Coelli estimator with endogenous regressors
• Biases in frontier estimation due to heteroscedasticity
• Consistent estimation of the fixed effects stochastic frontier model
• Consistent inference in fixed-effects stochastic frontier models
• Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency
• Endogeneity in stochastic frontier models
• Endogeneity in stochastic frontier models: copula approach without external instruments
• Endogenous environmental variables in stochastic frontier models
• Estimating Production Functions Using Inputs to Control for Unobservables
• Estimating fixed-effect panel stochastic frontier models by model transformation
• Estimation of market power in the presence of firm level inefficiencies
• GMM estimation of stochastic frontier model with endogenous regressors
• Identification properties of recent production function estimators
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Some models for stochastic frontiers with endogeneity
• Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency
• The Dynamics of Productivity in the Telecommunications Equipment Industry

Cited in

(4)

• Calculating efficiency for spatial autoregressive stochastic frontier model
• Dealing with Endogeneity in Regression Models with Dynamic Coefficients
• Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
• A spatial stochastic frontier model with endogenous frontier and environmental variables

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