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Fixed and Random Effects in Stochastic Frontier Models

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William Greene

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Paper provided by New York University, Leonard N. Stern School of Business, Department of Economics in its series Working Papers with number 02-16.

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Date of creation: 2002
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Handle: RePEc:ste:nystbu:02-16

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Postal: New York University, Leonard N. Stern School of Business, Department of Economics, 44 West 4th Street, New York, NY 10012-1126
Phone: (212) 998-0860
Fax: (212) 995-4218
Web page: http://w4.stern.nyu.edu/economics/
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Bruce Hollingsworth & John Wildman, 2003. "The efficiency of health production: re-estimating the WHO panel data using parametric and non-parametric approaches to provide additional information," Health Economics, John Wiley & Sons, Ltd., vol. 12(6), pages 493-504. [Downloadable!]
  2. William H. Greene, 1993. "Frontier Production Functions," Working Papers 93-20, New York University, Leonard N. Stern School of Business, Department of Economics.
  3. Allen N. Berger & Loretta J. Mester, 1997. "Inside the black box: what explains differences in the efficiencies of financial institutions?," Finance and Economics Discussion Series 1997-10, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  4. Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
    Other versions:
  5. Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter, 1982. "On the estimation of technical inefficiency in the stochastic frontier production function model," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 233-238, August. [Downloadable!] (restricted)
  6. Hsiao, C., 1992. "Logit and Probit Models," Papers 9210, Southern California - Department of Economics.
  7. Kumbhakar, Subal C., 1990. "Production frontiers, panel data, and time-varying technical inefficiency," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 201-211. [Downloadable!] (restricted)
  8. Abrevaya, Jason, 1997. "The equivalence of two estimators of the fixed-effects logit model," Economics Letters, Elsevier, vol. 55(1), pages 41-43, August. [Downloadable!] (restricted)
  9. Efthymios G. Tsionas, 2002. "Stochastic frontier models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 127-147. [Downloadable!]
  10. William Greene, 2002. "The Behavior of the Fixed Effects Estimator in Nonlinear Models," Working Papers 02-05, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
  11. 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. [Downloadable!] (restricted)
  12. Greene, William H., 1990. "A Gamma-distributed stochastic frontier model," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 141-163. [Downloadable!] (restricted)
  13. Schmidt, Peter & Sickles, Robin C, 1984. "Production Frontiers and Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 367-74, October.
  14. Peter Schmidt, 1985. "Frontier production functions," Econometric Reviews, Taylor and Francis Journals, vol. 4(2), pages 289-328. [Downloadable!] (restricted)
  15. Michel Habib & Alexander Ljungqvist, 2000. "Firm Value and Managerial Incentives: A Stochastic Frontier Approach," OFRC Working Papers Series 2000fe03, Oxford Financial Research Centre. [Downloadable!]
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  16. William H. Greene, 2000. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Working Papers 00-05, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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  17. Battese, G E & Coelli, T J, 1995. "A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data," Empirical Economics, Springer, vol. 20(2), pages 325-32.
  18. Chamberlain, Gary, 1980. "Analysis of Covariance with Qualitative Data," Review of Economic Studies, Blackwell Publishing, vol. 47(1), pages 225-38, January. [Downloadable!] (restricted)
  19. William C. Horrace & Peter Schmidt, 2000. "Multiple comparisons with the best, with economic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-26. [Downloadable!]
  20. Kenneth Train, 2003. "Discrete Choice Methods with Simulation," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr2, March. [Downloadable!]
  21. Amil Petrin & Kenneth Train, 2003. "Omitted Product Attributes in Discrete Choice Models," NBER Working Papers 9452, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  22. Polachek, Solomon W & Yoon, Bong Joon, 1996. "Panel Estimates of a Two-Tiered Earnings Frontier," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 169-78, March-Apr. [Downloadable!] (restricted)
  23. Berry, Steven & Levinsohn, James & Pakes, Ariel, 1995. "Automobile Prices in Market Equilibrium," Econometrica, Econometric Society, vol. 63(4), pages 841-90, July. [Downloadable!] (restricted)
  24. Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C., 1990. "Production frontiers with cross-sectional and time-series variation in efficiency levels," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 185-200. [Downloadable!] (restricted)
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Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Juho Aaltonen & Tanja Kirjavainen & Antti Moisio, 2006. "Efficiency and Productivity in Finnish Comprehensive Schooling 1998-2004," Research Reports 127, Government Institute for Economic Research Finland (VATT). [Downloadable!]
  2. Pekka Ilmakunnas, 2008. "Lower Bounds of Concentration in a Small Open Economy," Review of Industrial Organization, Springer, vol. 32(1), pages 19-33, February. [Downloadable!] (restricted)
    Other versions:
  3. Heike Wetzel, 2008. "Productivity Growth in European Railways: Technological Progress,Efficiency Change and Scale Effects," Working Paper Series in Economics 101, University of Lüneburg, Institute of Economics. [Downloadable!]
  4. Geraint Johnes & Jill Johnes & E Thanassoulis, 2005. "An analysis of costs in institutions of higher education in England," Working Papers 002467, Lancaster University Management School, Economics Department. [Downloadable!]
  5. Mehdi Farsi & Massimo Filippini & Michael Kuenzle, 2004. "Cost Efficiency in Regional Bus Companies: An Application of Alternative Stochastic Frontier Models," CEPE Working paper series 04-33, CEPE Center for Energy Policy and Economics, ETH Zürich. [Downloadable!]
  6. Kalyan Chakraborty & John Poggio, 2008. "Efficiency and Equity in School Funding: A Case Study for Kansas," International Advances in Economic Research, Springer, vol. 14(2), pages 228-241, May. [Downloadable!] (restricted)
  7. Carlos Pestana Barros & Gustavo Ferro & Carlos Romero, 2008. "Technical Efficiency and Heterogeneity of Argentina Pension Funds," Working Papers 2008/29, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  8. Astrid Cullmann & Hélène Crespo & Marie-Anne Plagnet, 2008. "International Benchmarking in Electricity Distribution: A Comparison of French and German Utilities," Discussion Papers of DIW Berlin 830, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  9. Astrid Cullmann & Christian von Hirschhausen, 2007. "From Transition to Competition: Dynamic Efficiency Analysis of Polish Electricity Distribution Companies," Discussion Papers of DIW Berlin 716, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  10. Carlos Pestana Barros & Jean-Pascal Guironnet & Nicolas Peypoch & William Roy, 2008. "Heterogeneity in Technical Efficiency of the French Urban Transport: 1995 to 2002," Working Papers 2008/17, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  11. Carlos Pestana Barros, 2008. "The Technical Efficiency of UK Airports," Working Papers 2008/10, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  12. Mehdi Farsi, 2008. "The temporal variation of cost-efficiency in Switzerland’s hospitals: an application of mixed models," Journal of Productivity Analysis, Springer, vol. 30(2), pages 155-168, October. [Downloadable!] (restricted)
  13. Carlos Pestana Barros & Rui Cunha Marques, 2008. "Performance of European Airports: Regulation, Ownership and Managerial Efficiency," Working Papers 2008/25, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  14. Sergio Destefanis & Vania Sena, 2006. "Health, Capabilities and Functionings: An Empirical Analysis for the UK," CSEF Working Papers 151, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
  15. William Greene, 2004. "Distinguishing between heterogeneity and inefficiency: stochastic frontier analysis of the World Health Organization's panel data on national health care systems," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 959-980. [Downloadable!]
    Other versions:
  16. Emvalomatis, Grigorios & Oude Lansink, Alfons & Stefanou, Spiro E., 2008. "An Examination of the Relationship Between Subsidies on Production and Technical Efficiency in Agriculture: The Case of Cotton Producers in Greece," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6673, European Association of Agricultural Economists. [Downloadable!]
  17. Szirmai, Adam & Van Dijk, Michiel, 2007. "The Micro-Dynamics of Catch Up in Indonesian Paper Manufacturing: An International Comparison of Plant-Level Performance," UNU-MERIT Working Paper Series 010, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
  18. Kevin Balcombe & Hristos Doucouliagos & Iain Fraseer, 2006. "Input Usage, Ouput Mix and Industry Deregulation: An Analysis of the Australian Dairy Manufacturing Industry," Economics Series 2006_27, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  19. Hailu, Getu & Goddard, Ellen & Jeffrey, Scott, 2005. "Measuring Efficiency in Fruit and Vegetable Marketing Co-operatives with Heterogeneous Technologies in Canada," 2005 Annual meeting, July 24-27, Providence, RI 19507, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  20. Tanja Kirjavainen, 2008. "Understanding Efficiency Differences of Schools: Practitioners' Views on Students, Staff Relations, School Management and the Curriculum," Discussion Papers 450, Government Institute for Economic Research Finland (VATT). [Downloadable!]
  21. Michael Koetter, 2005. "Evaluating the German Bank Merger Wave," Working Papers 05-16, Utrecht School of Economics. [Downloadable!]
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