Article ID Journal Published Year Pages File Type
5060386 Economics Letters 2013 4 Pages PDF
Abstract
► We consider a stochastic frontier model with endogenous regressors. ► A simple and convenient GMM estimator is proposed to estimate the model's parameters. ► Monte Carlo simulations indicate the proposed GMM estimator works well in finite samples. ► We apply the proposed method to an unbalanced panel data on Norwegian dairy farms.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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GMM estimation of stochastic frontier model with endogenous regressors
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