A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms

DOI10.1016/J.JECONOM.2019.07.004MaRDI QIDQ2280587zbMATH OpenOpenAlexWikidataFDO

Authors Luis Orea, Inmaculada C. Álvarez

Publication date 19 December 2019

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

Full work available at URL https://www.unioviedo.es/oeg/ESP/esp_2017_04.pdf

zbMATH Keywords

electricity distributionspatial econometricsstochastic frontier models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38)

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Cites work

• A comparison of parametric and non-parametric distance functions: With application to European railways
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
• A nonlinear panel data model of cross-sectional dependence
• A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
• A spatio-temporal model of house prices in the USA
• Efficiency Analysis: A Primer on Recent Advances
• Estimating fixed-effect panel stochastic frontier models by model transformation
• scientific article; zbMATH DE number 970672 (Why is no real title available?)
• Introduction to spatial econometrics.
• Large panels with common factors and spatial correlation
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Stochastic Frontier Analysis
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Weak and strong cross-section dependence and estimation of large panels

Cited in

(12)

• A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
• Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
• Cross-sectional stochastic frontier parameter estimator using Kulback-Leibler divergence
• The GMM estimation of semiparametric spatial stochastic frontier models
• Dependence modeling in stochastic frontier analysis
• A spatial stochastic frontier model with endogenous frontier and environmental variables
• A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
• Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
• A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
• Modelling spatio-temporal dynamics in multi-output stochastic frontiers for the European agribusiness industry
• Inference in the nonparametric stochastic frontier model
• Some recent developments in efficiency measurement in stochastic frontier models

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