scientific article; zbMATH DE number 762923

MaRDI QIDQ4834776zbMATH OpenFDO

Authors

Publication date 27 August 1995

zbMATH Keywords

consistencymaximum likelihood estimationefficiencyequivalenceseemingly unrelated regressionssimultaneous equationsconditional MLEfixed individual effectsmarginal MLE

Mathematics Subject Classification ID

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

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)

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

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