IDEAS home Printed from https://ideas.repec.org/p/crt/wpaper/0704.html
   My bibliography  Save this paper

On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data

Author

Listed:
  • Myungsup Kim
  • Yangseon Kim
  • Peter Schmidt

Abstract

No abstract is available for this item.

Suggested Citation

  • Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007. "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers 0704, University of Crete, Department of Economics.
  • Handle: RePEc:crt:wpaper:0704
    as

    Download full text from publisher

    File URL: http://economics.soc.uoc.gr/wpa/docs/0704.pdf
    File Function: First version
    Download Restriction: No

    Other versions of this item:

    References listed on IDEAS

    as
    1. Leopold Simar & Paul Wilson, 2000. "A general methodology for bootstrapping in non-parametric frontier models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(6), pages 779-802.
    2. Léopold Simar & Paul W. Wilson, 1998. "Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models," Management Science, INFORMS, vol. 44(1), pages 49-61, January.
    3. Battese, George E. & Coelli, Tim J., 1988. "Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data," Journal of Econometrics, Elsevier, vol. 38(3), pages 387-399, July.
    4. Park, B.U. & Simar, L., 1992. "Efficient Semiparametric Estimation in Stochastic Frontier Model," Papers 9201, Catholique de Louvain - Institut de statistique.
    5. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105.
    6. 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.
    7. Schmidt, Peter & Sickles, Robin C, 1984. "Production Frontiers and Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 367-374, October.
    8. Leopold SIMAR & Wolfgang HAERDLE, "undated". "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin.
    9. Hall, Peter & Hardle, Wolfgang & Simar, Leopold, 1993. "On the inconsistency of bootstrap distribution estimators," Computational Statistics & Data Analysis, Elsevier, vol. 16(1), pages 11-18, June.
    10. 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.
    11. Simar, L., 1991. "Estimating efficiencies from frontier models with panel data: a comparison of parametric, non-parametric and semi-parametric methods with boot strapping," CORE Discussion Papers 1991026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. William C. Horrace & Peter Schmidt, 2002. "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics 0206006, EconWPA.
    13. Olson, Jerome A. & Schmidt, Peter & Waldman, Donald M., 1980. "A Monte Carlo study of estimators of stochastic frontier production functions," Journal of Econometrics, Elsevier, vol. 13(1), pages 67-82, May.
    14. Gary Koop & Mark F J Steel, 1999. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.
    15. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Feng, Qu & Horrace, William C., 2012. "Estimating technical efficiency in micro panels," Economics Letters, Elsevier, vol. 117(3), pages 730-733.
    2. Dios-Palomares, Rafaela & Martínez-Paz, José M., 2011. "Technical, quality and environmental efficiency of the olive oil industry," Food Policy, Elsevier, vol. 36(4), pages 526-534, August.
    3. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    4. repec:eee:joreco:v:31:y:2016:i:c:p:109-116 is not listed on IDEAS
    5. Qu Feng & William C. Horrace, 2012. "Alternative technical efficiency measures: Skew, bias and scale," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(2), pages 253-268, March.
    6. Wikström, Daniel, 2012. "The fixed effects estimator of technical efficiency," Department of Economics publications 9101, Swedish University of Agricultural Sciences, Department of Economics.
    7. Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
    8. Bernd Frick & Young Lee, 2011. "Temporal variations in technical efficiency: evidence from German soccer," Journal of Productivity Analysis, Springer, vol. 35(1), pages 15-24, February.
    9. Yélou, Clément & Larue, Bruno & Tran, Kien C., 2010. "Threshold effects in panel data stochastic frontier models of dairy production in Canada," Economic Modelling, Elsevier, vol. 27(3), pages 641-647, May.
    10. German Blanco, 2017. "Who benefits from job placement services? A two-sided analysis," Journal of Productivity Analysis, Springer, vol. 47(1), pages 33-47, February.
    11. Qu Feng & William Horrace & Guiying Laura Wu, 2013. "Wrong Skewness and Finite Sample Correction in Parametric Stochastic Frontier Models," Center for Policy Research Working Papers 154, Center for Policy Research, Maxwell School, Syracuse University.
    12. Young Hoon Lee, 2009. "Frontier Models and their Application to the Sports Industry," Working Papers 0903, Research Institute for Market Economy, Sogang University, revised 2009.

    More about this item

    Keywords

    Stochastic frontier; bootstrap; efficiency;

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    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:crt:wpaper:0704. 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: (Kostis Pigounakis). General contact details of provider: http://edirc.repec.org/data/deuchgr.html .

    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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.