کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097286 | 1376580 | 2009 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the distribution of estimated technical efficiency in stochastic frontier models
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On the distribution of estimated technical efficiency in stochastic frontier models On the distribution of estimated technical efficiency in stochastic frontier models](/preview/png/5097286.png)
چکیده انگلیسی
We consider a stochastic frontier model with error ε=vâu, where v is normal and u is half normal. We derive the distribution of the usual estimate of u,E(u|ε). We show that as the variance of v approaches zero, E(u|ε)âu converges to zero, while as the variance of v approaches infinity, E(u|ε) converges to E(u). We graph the density of E(u|ε) for intermediate cases. To show that E(u|ε) is a shrinkage of u towards its mean, we derive and graph the distribution of E(u|ε) conditional on u. We also consider the distribution of estimated inefficiency in the fixed-effects panel data setting.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 148, Issue 1, January 2009, Pages 36-45
Journal: Journal of Econometrics - Volume 148, Issue 1, January 2009, Pages 36-45
نویسندگان
Wei Siang Wang, Peter Schmidt,