Dynamic Technical Efficiency

Lynda Khalaf and Charles J. Saunders ()
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Charles J. Saunders: Carleton University

Chapter Chapter 6 in Productivity and Efficiency Analysis, 2016, pp 99-107 from Springer

Abstract: Abstract Dynamic panels with non-Gaussian errors suffer from the incidental parameter bias. Simulations show that an indirect inference estimation approach provides bias correction for the model and distribution parameters. The indirect confidence set inference method is size correct and exhibits good coverage properties even for asymmetric confidence regions. Bank cost data are examined under the proposed dynamic technical efficiency framework with evidence that an MLE approach could provide misleading implications.

Keywords: Indirect inference; Dynamic models; Confidence set; Monte Carlo (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-3-319-23228-7_6

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