Details about Hung-Jen Wang

Access statistics for papers by Hung-Jen Wang.

Last updated 2020-05-25. Update your information in the RePEc Author Service.

Short-id: pwa28

Working Papers

2009

1. Estimating fixed-effect panel stochastic frontier models by model transformation
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Estimating fixed-effect panel stochastic frontier models by model transformation, Journal of Econometrics, Elsevier (2010) View citations (178) (2010)

2006

2. Stochastic frontier models
   MPRA Paper, University Library of Munich, Germany View citations (14)

2005

3. Symmetrical Information and Credit Rationing: Graphical Demonstrations
   MPRA Paper, University Library of Munich, Germany

2004

4. Do Asset Prices Affect Business Investment? An Empirical Study
   2004 Meeting Papers, Society for Economic Dynamics View citations (1)

2002

5. Heteroscedasticity and non-monotonic efficiency effects of a stochastic frontier model
   MPRA Paper, University Library of Munich, Germany View citations (205)
   See also Journal Article Heteroscedasticity and Non-Monotonic Efficiency Effects of a Stochastic Frontier Model, Journal of Productivity Analysis, Springer (2002) View citations (208) (2002)
6. One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels
   MPRA Paper, University Library of Munich, Germany View citations (482)
   See also Journal Article One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels, Journal of Productivity Analysis, Springer (2002) View citations (494) (2002)

1998

7. An Optimal Personal Bankruptcy Procedure and Proposed Reform
   Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (30)
   See also Journal Article An Optimal Personal Bankruptcy Procedure and Proposed Reforms, The Journal of Legal Studies, University of Chicago Press (2000) View citations (28) (2000)

Journal Articles

2020

1. A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
   Journal of Business & Economic Statistics, 2020, 38, (2), 243-256 View citations (11)

2018

2. Flexible panel stochastic frontier model with serially correlated errors
   Economics Letters, 2018, 163, (C), 55-58

2017

3. Nonparametric estimation of the determinants of inefficiency
   Journal of Productivity Analysis, 2017, 47, (3), 205-221 View citations (25)

2015

4. The role of life insurance in an emerging economy: Human capital protection, assets allocation and social interaction
   Journal of Banking & Finance, 2015, 50, (C), 19-33 View citations (9)

2014

5. Consistent estimation of the fixed effects stochastic frontier model
   Journal of Econometrics, 2014, 181, (2), 65-76 View citations (92)

2012

6. A Bayesian estimator for stochastic frontier models with errors in variables
   Journal of Productivity Analysis, 2012, 38, (1), 1-9
7. Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models
   Econometric Reviews, 2012, 31, (6), 625-653 View citations (4)

2010

8. Estimating fixed-effect panel stochastic frontier models by model transformation
   Journal of Econometrics, 2010, 157, (2), 286-296 View citations (178)
   See also Working Paper Estimating fixed-effect panel stochastic frontier models by model transformation, MPRA Paper (2009) View citations (2) (2009)
9. Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data
   Indian Economic Review, 2010, 45, (2), 7-77 View citations (3)

2008

10. The Cost Effects of Government‐Subsidised Credit: Evidence from Farmers’ Credit Unions in Taiwan
    Journal of Agricultural Economics, 2008, 59, (1), 132-149 View citations (5)

2007

11. THE PROCYCLICAL LEVERAGE EFFECT OF COLLATERAL VALUE ON BANK LOANS—EVIDENCE FROM THE TRANSACTION DATA OF TAIWAN
    Economic Inquiry, 2007, 45, (2), 395-406 View citations (20)

2006

12. Estimation of technical and allocative inefficiency: A primal system approach
    Journal of Econometrics, 2006, 134, (2), 419-440 View citations (21)
13. Pitfalls in the estimation of a cost function that ignores allocative inefficiency: A Monte Carlo analysis
    Journal of Econometrics, 2006, 134, (2), 317-340 View citations (20)

2005

14. Estimation of growth convergence using a stochastic production frontier approach
    Economics Letters, 2005, 88, (3), 300-305 View citations (125)

2004

15. A method of moments estimator for a stochastic frontier model with errors in variables
    Economics Letters, 2004, 85, (2), 221-228 View citations (2)

2003

16. A Stochastic Frontier Analysis of Financing Constraints on Investment: The Case of Financial Liberalization in Taiwan
    Journal of Business & Economic Statistics, 2003, 21, (3), 406-19 View citations (70)

2002

17. Exogenous cash: testing financing constraints on inventory investment using dynamic panels with additional information from annual reports
    The Quarterly Review of Economics and Finance, 2002, 42, (4), 779-802 View citations (2)
18. Heteroscedasticity and Non-Monotonic Efficiency Effects of a Stochastic Frontier Model
    Journal of Productivity Analysis, 2002, 18, (3), 241-253 View citations (208)
    See also Working Paper Heteroscedasticity and non-monotonic efficiency effects of a stochastic frontier model, MPRA Paper (2002) View citations (205) (2002)
19. Nominal data and the production smoothing hypothesis
    Economics Letters, 2002, 76, (2), 245-250 View citations (1)
20. One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels
    Journal of Productivity Analysis, 2002, 18, (2), 129-144 View citations (494)
    See also Working Paper One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels, MPRA Paper (2002) View citations (482) (2002)

2001

21. Production Smoothing When Bank Loan Supply Shifts: The Role of Variable Capacity Utilization
    Journal of Money, Credit and Banking, 2001, 33, (3), 749-66 View citations (12)

2000

22. An Optimal Personal Bankruptcy Procedure and Proposed Reforms
    The Journal of Legal Studies, 2000, 29, (1), 255-86 View citations (28)
    See also Working Paper An Optimal Personal Bankruptcy Procedure and Proposed Reform, Working Papers (1998) View citations (30) (1998)

Books

2015

1. A Practitioner's Guide to Stochastic Frontier Analysis Using Stata
   Cambridge Books, Cambridge University Press View citations (360)
   Also in Cambridge Books, Cambridge University Press (2015) View citations (342)

Software Items

1999

1. GENTRUN: Stata module to generate truncated normal variate
   Statistical Software Components, Boston College Department of Economics