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TVTIE: Stata module to estimate time-varying true individual-effects stochastic frontier models

Author

Listed:
  • Levent Kutlu

    (University of Texas Rio Grande Valley)

Programming Language

Abstract

tvtie estimates the stochastic frontier model of Kutlu, Tran, and Tsionas (J. Econometrics, 2019). The model separates individual heterogeneity from one-sided inefficiency. Individual effects may vary over time, with a distinct coefficient vector for every panel. A within-panel orthogonal projection removes these coefficients before maximum-likelihood estimation.

Suggested Citation

  • Levent Kutlu, 2026. "TVTIE: Stata module to estimate time-varying true individual-effects stochastic frontier models," Statistical Software Components S459888, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459888
    Note: This module should be installed from within Stata by typing "ssc install tvtie". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie_estat.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie_example.do
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie_example.dta
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie_nonlinear.dta
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie_p.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/t/tvtie_postestimation.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_tvtie_bootstrap.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_tvtie_expand.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_tvtie_load.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_tvtie_mata.ado
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