TVTIE: Stata module to estimate time-varying true individual-effects stochastic frontier models

Levent Kutlu

Statistical Software Components from Boston College Department of Economics

Abstract: tvtie estimates the stochastic frontier model of Kutlu, Tran, and Tsionas (J. Econometrics, 2019). The model separates individual heterogeneity from one-sided inefficiency. Individual effects may vary over time, with a distinct coefficient vector for every panel. A within-panel orthogonal projection removes these coefficients before maximum-likelihood estimation.

Language: Stata
Requires: Stata version 16
Keywords: stochastic frontier; inefficiency; individual effects (search for similar items in EconPapers)
Date: 2026-09-15
Note: This module should be installed from within Stata by typing "ssc install tvtie". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/tvtie.ado
http://fmwww.bc.edu/repec/bocode/t/tvtie.sthlp
http://fmwww.bc.edu/repec/bocode/t/tvtie_estat.ado
http://fmwww.bc.edu/repec/bocode/t/tvtie_example.do
http://fmwww.bc.edu/repec/bocode/t/tvtie_example.dta
http://fmwww.bc.edu/repec/bocode/t/tvtie_nonlinear.dta
http://fmwww.bc.edu/repec/bocode/t/tvtie_p.ado
http://fmwww.bc.edu/repec/bocode/t/tvtie_postestimation.sthlp
http://fmwww.bc.edu/repec/bocode/_/_tvtie_bootstrap.ado
http://fmwww.bc.edu/repec/bocode/_/_tvtie_expand.ado
http://fmwww.bc.edu/repec/bocode/_/_tvtie_load.ado
http://fmwww.bc.edu/repec/bocode/_/_tvtie_mata.ado

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459888

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().