A time-varying true individual effects model with endogenous regressors

DOI10.1016/J.JECONOM.2019.01.014zbMATH Open1452.62937OpenAlexW3125879108MaRDI QIDQ2000876FDOQ2000876

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)

Cites Work

• An introduction to copulas.
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• The Dynamics of Productivity in the Telecommunications Equipment Industry
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• Title not available (Why is that?)
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• Identification Properties of Recent Production Function Estimators
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• Consistent estimation of the fixed effects stochastic frontier model
• A constrained state space approach for estimating firm efficiency
• Endogeneity in stochastic frontier models
• Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency
• A distribution-free stochastic frontier model with endogenous regressors
• Endogenous environmental variables in stochastic frontier models

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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