Consistent estimation of the fixed effects stochastic frontier model
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Cites work
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- Likelihood functions for generalized stochastic frontier estimation
- On the Pooling of Time Series and Cross Section Data
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Cited in
(29)- A maximum likelihood method for the incidental parameter problem
- Small-sample properties of ML, COLS, and DEA estimators of frontier models in the presence of heteroscedasticity. (Comment by R.D.Banker, H.S.Chang, and W.W.Cooper)
- Consistent inference in fixed-effects stochastic frontier models
- Consistent method of moments estimation of the true fixed effects model
- Maximum likelihood estimation of the revenue function system with output-specific technical efficiency
- Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency
- Flexible panel stochastic frontier model with serially correlated errors
- A time-varying true individual effects model with endogenous regressors
- Stochastic frontier models with time-varying conditional variances
- Sensitivity analysis of stochastic frontier analysis models
- Imposing regularity conditions to measure banks' productivity changes in Taiwan using a stochastic approach
- Cross-sectional stochastic frontier parameter estimator using Kulback-Leibler divergence
- Dependence modeling in stochastic frontier analysis
- Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
- Technical and allocative efficiency in a panel stochastic production frontier system model
- A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
- A multi-output multi-input stochastic frontier system with input- and output-specific inefficiency
- The ``wrong skewness problem: moment constrained maximum likelihood estimation of the stochastic frontier model
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- Natural and cyclical unemployment: A stochastic frontier decomposition and economic policy implications
- Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components
- Endogeneity in stochastic frontier models with `wrong' skewness: copula approach without external instruments
- Stochastic frontier analysis with maximum entropy estimation
- Inference in the nonparametric stochastic frontier model
- Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
- Pruned skewed Kalman filter and smoother with application to DSGE models
- Estimating fixed-effect panel stochastic frontier models by model transformation
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