Efficient semiparametric estimation in stochastic frontier model

Byeong Park and Leopold Simar
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Byeong Park: CORE and Institut of Statistics, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1992013, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: This paper considers the semiparametric stochastic frontier model with panel data which arises in the problem of measuring technical inefficiency in production processes. We assume a parametric form for the frontier function, which is linear in production inputs. The density of the individual firm-specific effects is considered unknown. We construct an efficient estimator of the slope parameters in the frontier function . We also give an estimator of the level of the frontier function and its asymptotic properties are investigated. Furthermore, we provide a predictor of the individual effects which can be directly translated to firm-specific technical inefficiencies. Finally, we illustrate our methods through a real data example.

Keywords: Stochastic frontier model; semiparametric model; efficient estimation; information bound; panel data (search for similar items in EconPapers)
JEL-codes: G20 (search for similar items in EconPapers)
Date: 1992-02-01
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Related works:
Working Paper: Efficient semiparametric estimation in a stochastic frontier model (1994)
Working Paper: Efficient Semiparametric Estimation in Stochastic Frontier Model (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1992013

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