GMM estimation of stochastic frontier model with endogenous regressors
Author
Abstract
Suggested Citation
DOI: 10.1016/j.econlet.2012.10.028
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- Newey, Whitney K., 1984. "A method of moments interpretation of sequential estimators," Economics Letters, Elsevier, vol. 14(2-3), pages 201-206.
- 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 325-332.
- Kutlu, Levent, 2010. "Battese-coelli estimator with endogenous regressors," Economics Letters, Elsevier, vol. 109(2), pages 79-81, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Frick, Fabian & Sauer, Johannes, 2016. "Deregulation and Productivity – Empirical Evidence on Dairy Production," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236032, Agricultural and Applied Economics Association.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2016.
"Endogeneity in stochastic frontier models,"
Journal of Econometrics,
Elsevier, vol. 190(2), pages 280-288.
- Amsler, Christine & Artem, Prokhorov & Peter, Schmidt, 2015. "Endogeneity in Stochastic Frontier Models," Working Papers 2015-01, University of Sydney Business School, Discipline of Business Analytics.
- Jiang, Nan & Sharp, Basil, 2014.
"Cost Efficiency of Dairy Farming in New Zealand: A Stochastic Frontier Analysis,"
Agricultural and Resource Economics Review,
Cambridge University Press, vol. 43(3), pages 406-418, December.
- Jiang, Nan & Sharp, Basil, 2014. "Cost Efficiency of Dairy Farming in New Zealand: A Stochastic Frontier Analysis," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 43(3), pages 1-13, December.
- Jiang, Nan & Sharp, Basil, 2014. "Cost Efficiency of Dairy Farming in New Zealand: A Stochastic Frontier Analysis," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 0, pages 1-13.
- Jiang, Nan & Sharp, Basil, 2013. "Cost Efficiency of Dairy Farming in New Zealand: a stochastic frontier analysis," 2013 Conference, August 28-30, 2013, Christchurch, New Zealand 160266, New Zealand Agricultural and Resource Economics Society.
- repec:eee:econom:v:199:y:2017:i:2:p:131-140 is not listed on IDEAS
- repec:eee:proeco:v:201:y:2018:i:c:p:53-61 is not listed on IDEAS
- Malikov, Emir, 2016. "Estimating Multi-Product Production Functions and Productivity using Control Functions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235108, Agricultural and Applied Economics Association.
- repec:taf:jnlasa:v:112:y:2017:i:519:p:948-965 is not listed on IDEAS
- repec:eee:econom:v:211:y:2019:i:2:p:539-559 is not listed on IDEAS
- Duygun, Meryem & Kutlu, Levent & Sickles, Robin C., 2014. "Measuring Productivity and Efficiency: A Kalman," Working Papers 15-010, Rice University, Department of Economics.
- Niskanen, Olli & Heikkilä, Anna-Maija, 2015.
"The Impact of Parcel Structure on the Efficiency of Finnish Dairy Farms,"
Agricultural and Resource Economics Review,
Cambridge University Press, vol. 44(1), pages 65-77, April.
- Niskanen, Olli & Heikkilä, Anna-Maija, 2015. "The Impact of Parcel Structure on the Efficiency of Finnish Dairy Farms," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 44(1), pages 1-13, April.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017.
"Stochastic Frontier Analysis: Foundations and Advances,"
Working Papers
2017-10, University of Miami, Department of Economics.
- Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018. "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series WP022018, School of Economics, University of Queensland, Australia.
- repec:ebl:ecbull:eb-16-00551 is not listed on IDEAS
- repec:eee:ecolet:v:163:y:2018:i:c:p:152-154 is not listed on IDEAS
- Kutlu, Levent & Liu, Shasha & Sickles, Robin C., 2018. "Cost, Revenue, and Profit Function Estimates," Working Papers 18-006, Rice University, Department of Economics.
- repec:taf:applec:v:49:y:2017:i:59:p:5935-5939 is not listed on IDEAS
- Tran, Kien C. & Tsionas, Efthymios G., 2015. "Endogeneity in stochastic frontier models: Copula approach without external instruments," Economics Letters, Elsevier, vol. 133(C), pages 85-88.
- repec:ebl:ecbull:eb-17-00992 is not listed on IDEAS
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2017.
"Endogenous environmental variables in stochastic frontier models,"
Journal of Econometrics,
Elsevier, vol. 199(2), pages 131-140.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2017. "Endogenous Environmental Variables In Stochastic Frontier Models," Working Papers 2017-02, University of Sydney Business School, Discipline of Business Analytics.
- repec:nov:artigo:v:28:y:2018:i:3:p:778-806 is not listed on IDEAS
- Kutlu, Levent, 2017. "A constrained state space approach for estimating firm efficiency," Economics Letters, Elsevier, vol. 152(C), pages 54-56.
- Njuki, Eric & Bravo-Ureta, Boris E., 2016. "Measuring agricultural water productivity using a partial factor productivity approach," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 246948, African Association of Agricultural Economists (AAAE).
- Griffiths, William E. & Hajargasht, Gholamreza, 2016. "Some models for stochastic frontiers with endogeneity," Journal of Econometrics, Elsevier, vol. 190(2), pages 341-348.
- Tsionas, Mike G., 2016. "Notes on technical efficiency estimation with multiple inputs and outputs," European Journal of Operational Research, Elsevier, vol. 249(2), pages 784-788.
More about this item
Keywords
Endogeneity; Generalized method of moments; Maximum likelihood; Technical efficiency;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:118:y:2013:i:1:p:233-236. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/ecolet .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.