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Battese-coelli estimator with endogenous regressors


  • Kutlu, Levent


We provide a framework for dealing with the endogeneity problem in the Battese-Coelli estimator for productive efficiency measurement.

Suggested Citation

  • Kutlu, Levent, 2010. "Battese-coelli estimator with endogenous regressors," Economics Letters, Elsevier, vol. 109(2), pages 79-81, November.
  • Handle: RePEc:eee:ecolet:v:109:y:2010:i:2:p:79-81

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    References listed on IDEAS

    1. Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003. "Semiparametric-efficient estimation of AR(1) panel data models," Journal of Econometrics, Elsevier, vol. 117(2), pages 279-309, December.
    2. Kim, Chang-Jin & Nelson, Charles R., 2006. "Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1949-1966, November.
    3. Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2007. "Semiparametric efficient estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 136(1), pages 281-301, January.
    4. Kutlu, Levent & Sickles, Robin C., 2012. "Estimation of market power in the presence of firm level inefficiencies," Journal of Econometrics, Elsevier, vol. 168(1), pages 141-155.
    5. Kim, Chang-Jin, 2006. "Time-varying parameter models with endogenous regressors," Economics Letters, Elsevier, vol. 91(1), pages 21-26, April.
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