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Efficient Semiparametric Estimation in Stochastic Frontier Model

  • Park, B.U.
  • Simar, L.

This paper considers the semiparametric stochastic frontier model with panel data which arises in the problem of measuring technical inefficiency in production processes. We assume a parametric form for the frontier function, which is linear in production inputs. The density of the individual firm-specific effects is considered unknown. We construct an efficient estimator of the slope parameters in the frontier function . We also give an estimator of the level of the frontier function and its asymptotic properties are investigated. Furthermore, we provide a predictor of the individual effects which can be directly translated to firm-specific technical inefficiencies. Finally, we illustrate our methods through a real data example.

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Paper provided by Catholique de Louvain - Institut de statistique in its series Papers with number 9201.

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Length: 22 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:fth:louvis:9201
Contact details of provider: Postal: Universite Catholique de Louvain, Institut de Statistique, Voie du Roman Pays, 34 B-1348 Louvain- La-Neuve, Belgique.

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