Stochastic Frontier Models Using GAUSS
This paper discusses the use of ten different GAUSS programs for various stochastic frontier models. SFM_MLE_cross-section provides maximum likelihood estimates (MLE) for four different stochastic frontier models with cross-sectional data: those of Aigner, Lovell, and Schmidt (1977), Stevenson (1980), Almanidis, Qian, and Sickles (2014), and Lee and Lee (2014). There are two programs for panel data stochastic frontier models with the time-invariant efficiency assumption. SFM_BC88_MLE provides the MLE of Battese and Coelli (1988) and SFM_SS presents the within and generalized least squared estimates of Schmidt and Sickles (1984). Finally, seven programs allow the use of different stochastic frontier models with time-varying efficiency: SFM_BC92 for Battese and Coelli (1992), SFM_Kum for Kumbhakar (1991), SFM_CSS for Cornwell, Schmidt, and Sickles (1990), SFM_LS for Lee and Schmidt (1993), SFM_GrLS for Lee (2006), SFM_GrBC for Lee (2010), and SFM_ALS07 for Ahn, Lee, and Schmidt (2007). A noteworthy feature is that all seven programs estimate production function parameters by adopting the fixed effect treatment.
|Date of creation:||2014|
|Contact details of provider:|| Postal: 1 Sinsu-dong, Mapo-gu, Seoul 121-742|
Web page: http://econdept.sogang.ac.kr/laboratory/information.do
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2005.
"Estimation of a panel data model with parametric temporal variation in individual effects,"
Journal of Econometrics,
Elsevier, vol. 126(2), pages 241-267, June.
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.
- 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.
- Greene, William H., 1990. "A Gamma-distributed stochastic frontier model," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 141-163.
- Federico Belotti & Silvio Daidone & Giuseppe Ilardi & Vincenzo Atella, 2013.
"Stochastic frontier analysis using Stata,"
StataCorp LP, vol. 13(4), pages 718-758, December.
- Federico Belotti & Silvio Daidone & Giuseppe Ilardi & Vincenzo Atella, 2012. "Stochastic frontier analysis using Stata," CEIS Research Paper 251, Tor Vergata University, CEIS, revised 13 Sep 2012.
- Lee, Young Hoon, 2006. "A stochastic production frontier model with group-specific temporal variation in technical efficiency," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1616-1630, November.
- 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. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:sgo:wpaper:1403. 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: (Jung Hur)
If references are entirely missing, you can add them using this form.