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Efficient semiparametric estimation in a stochastic frontier model

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  • PARK, B. U.
  • SIMAR, L.

Abstract

This paper considers the semiparametric stochastic frontier model with panel data which arises in the problem of measuring technical inefficiency in production processes. We assume a parametric form for the frontier function, which is linear in production inputs. The density of the individual firm-specific effects is considered unknown. We construct an efficient estimator of the slope parameters in the frontier function . We also give an estimator of the level of the frontier function and its asymptotic properties are investigated. Furthermore, we provide a predictor of the individual effects which can be directly translated to firm-specific technical inefficiencies. Finally, we illustrate our methods through a real data example.
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Suggested Citation

  • Park, B. U. & Simar, L., 1994. "Efficient semiparametric estimation in a stochastic frontier model," LIDAM Reprints CORE 1113, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:1113
    DOI: 10.1080/01621459.1994.10476826
    Note: In : Journal of the American Statistical Association, 89 (427) Theory and Methods, 929-936, 1994
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    JEL classification:

    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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