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Some New Semiparametric Panel Stochastic Frontier Models

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  • Gholamreza Hajargasht

Abstract

Greene (2002, 2004) examines several extensions of the panel stochastic frontier models including what he calls the “true†fixed and random effect stochastic frontier models. In this paper we extend these two models to their semiparametric alternatives where the functional form for production function (or other forms of technology) is assumed to be unknown. To this end we use the Bayesian penalized approach to stochastic frontiers developed in Hajargasht et al. (2003). Finally we illustrate our estimation method with an example using real data

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Bibliographic Info

Paper provided by Econometric Society in its series Econometric Society 2004 Australasian Meetings with number 127.

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Date of creation: 11 Aug 2004
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Handle: RePEc:ecm:ausm04:127

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Keywords: semiparametric; True Random Effect; Stochastic Frontier; Bayesian; P-Spline;

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  1. Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C., 1990. "Production frontiers with cross-sectional and time-series variation in efficiency levels," Journal of Econometrics, Elsevier, Elsevier, vol. 46(1-2), pages 185-200.
  2. Kumbhakar, Subal C., 1990. "Production frontiers, panel data, and time-varying technical inefficiency," Journal of Econometrics, Elsevier, Elsevier, vol. 46(1-2), pages 201-211.
  3. Adams, Robert M & Berger, Allen N & Sickles, Robin C, 1999. "Semiparametric Approaches to Stochastic Panel Frontiers with Applications in the Banking Industry," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 17(3), pages 349-58, July.
  4. Smith, M. & Kohn, R., . "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper, Australian Graduate School of Management _009, Australian Graduate School of Management.
  5. Schmidt, Peter & Sickles, Robin C, 1984. "Production Frontiers and Panel Data," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 2(4), pages 367-74, October.
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