New Developments in the Estimation of Stochastic Frontier Models with Panel Data

In this paper we deal with the estimation of the stochastic frontier model using panel data. Panel data provide a fruitful setting for analyzing firm efficiency and a rich proving ground for the development of useful new techniques. We discuss three classes of models, fixed effects, random parameters, and latent classes, that should provide promising platforms for researchers.

[1]  Efthymios G. Tsionas,et al.  Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models , 2000 .

[2]  D. McFadden,et al.  MIXED MNL MODELS FOR DISCRETE RESPONSE , 2000 .

[3]  Christopher M. Cornwell,et al.  Production Frontiers and Efficiency Measurement , 1996 .

[4]  Duffus La,et al.  A life-cycle model of female labor supply time allocation among work general and specific human capital accumulation and fertility. , 1989 .

[5]  Gary Chamberlain,et al.  Analysis of Covariance with Qualitative Data , 1979 .

[6]  P. Schmidt,et al.  Production Frontiers and Panel Data , 1984 .

[7]  Measuring technical efficiency with panel data: A dual approach , 1993 .

[8]  Lung-fei Lee,et al.  The measurement and sources of technical inefficiency in the Indonesian weaving industry , 1981 .

[9]  Efthymios G. Tsionas,et al.  Stochastic Frontier Models with Random Coefficients , 2002 .

[10]  William H. Greene,et al.  Estimating Econometric Models with Fixed Effects , 2001 .

[11]  William H. Greene,et al.  Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function , 2000 .

[12]  G. S. Maddala,et al.  Limited Dependent Variable Models Using Panel Data , 1987 .

[13]  J. Kadane Structural Analysis of Discrete Data with Econometric Applications , 1984 .

[14]  B. Baltagi,et al.  Econometric Analysis of Panel Data , 2020, Springer Texts in Business and Economics.

[15]  Jeffrey E. Zabel Estimating fixed and random effects models with selectivity , 1992 .

[16]  Scott E. Atkinson,et al.  Parametric Estimation of Technical and Allocative Inefficiency with Panel Data , 1994 .

[17]  C. Lovell,et al.  Stochastic Frontier Analysis: Frontmatter , 2000 .

[18]  S. Kumbhakar Production frontiers, panel data, and time-varying technical inefficiency , 1990 .

[19]  R. Stevenson Likelihood functions for generalized stochastic frontier estimation , 1980 .

[20]  Calyampudi R. Rao,et al.  Linear statistical inference and its applications , 1965 .

[21]  K. Train,et al.  Mixed Logit with Repeated Choices: Households' Choices of Appliance Efficiency Level , 1998, Review of Economics and Statistics.

[22]  A. U.S.,et al.  FORMULATION AND ESTIMATION OF STOCHASTIC FRONTIER PRODUCTION FUNCTION MODELS , 2001 .

[23]  Michel A. Habib,et al.  Firm Value and Managerial Incentives: A Stochastic Frontier Approach , 2003 .

[24]  W. Greene,et al.  Fixed and Random Effects in Nonlinear Models , 2001 .