scientific article; zbMATH DE number 762923

MaRDI QIDQ4834776zbMATH OpenFDO

Authors

Publication date 27 August 1995

zbMATH Keywords

conditional MLEconsistencyefficiencyequivalencefixed individual effectsmarginal MLEmaximum likelihood estimationseemingly unrelated regressionssimultaneous equations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Consistent estimation of the fixed effects stochastic frontier model
• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
• A maximum likelihood method for the incidental parameter problem
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• Estimating a model through the conditional MLE

Cited in

(8)

• Group-specific stochastic production frontier models with parametric specifications
• A maximum likelihood method for the incidental parameter problem
• Simultaneous equations and panel data
• Estimating a model through the conditional MLE
• Consistent inference in fixed-effects stochastic frontier models
• A stochastic production frontier model with group-specific temporal variation in technical efficiency
• GMM estimation of linear panel data models with time-varying individual effects
• Estimating fixed-effect panel stochastic frontier models by model transformation

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