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Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation

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  • Panutat Satchachai
  • Peter Schmidt

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  • Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
    • Handle: RePEc:kap:jproda:v:34:y:2010:i:2:p:83-97
    DOI: 10.1007/s11123-010-0183-1
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    References listed on IDEAS

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    1. PARK, Byeong & SIMAR, Léopold, 1992. "Efficient semiparametric estimation in stochastic frontier model," LIDAM Discussion Papers CORE 1992013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Jinyong Hahn & Whitney Newey, 2004. "Jackknife and Analytical Bias Reduction for Nonlinear Panel Models," Econometrica, Econometric Society, vol. 72(4), pages 1295-1319, July.
    3. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
    4. Leopold SIMAR & Wolfgang HAERDLE, "undated". "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin.
    5. Pitt, Mark M. & Lee, Lung-Fei, 1981. "The measurement and sources of technical inefficiency in the Indonesian weaving industry," Journal of Development Economics, Elsevier, vol. 9(1), pages 43-64, August.
    6. Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007. "On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data," Journal of Productivity Analysis, Springer, vol. 28(3), pages 165-181, December.
    7. Schmidt, Peter & Sickles, Robin C, 1984. "Production Frontiers and Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 367-374, October.
    8. Hahn, Jinyong & Kuersteiner, Guido, 2011. "Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1152-1191, December.
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    Citations

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    Cited by:

    1. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    2. Feng, Qu & Horrace, William C., 2012. "Estimating technical efficiency in micro panels," Economics Letters, Elsevier, vol. 117(3), pages 730-733.
    3. Daniel Wikström, 2016. "Modified fixed effects estimation of technical inefficiency," Journal of Productivity Analysis, Springer, vol. 46(1), pages 83-86, August.

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    More about this item

    Keywords

    Technical inefficiency; Stochastic frontier; Panel data; Jackknife; Bootstrap; C10; C15;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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