کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5096924 | 1376558 | 2010 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimating fixed-effect panel stochastic frontier models by model transformation
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Estimating fixed-effect panel stochastic frontier models by model transformation Estimating fixed-effect panel stochastic frontier models by model transformation](/preview/png/5096924.png)
چکیده انگلیسی
Traditional panel stochastic frontier models do not distinguish between unobserved individual heterogeneity and inefficiency. They thus force all time-invariant individual heterogeneity into the estimated inefficiency. Greene (2005) proposes a true fixed-effect stochastic frontier model which, in theory, may be biased by the incidental parameters problem. The problem usually cannot be dealt with by model transformations owing to the nonlinearity of the stochastic frontier model. In this paper, we propose a class of panel stochastic frontier models which create an exception. We show that first-difference and within-transformation can be analytically performed on this model to remove the fixed individual effects, and thus the estimator is immune to the incidental parameters problem. Consistency of the estimator is obtained by either Nââ or Tââ, which is an attractive property for empirical researchers.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 157, Issue 2, August 2010, Pages 286-296
Journal: Journal of Econometrics - Volume 157, Issue 2, August 2010, Pages 286-296
نویسندگان
Hung-Jen Wang, Chia-Wen Ho,