XTSFKK: Stata module to estimate endogenous panel stochastic frontier models in the style of Karakaplan and Kutlu

Mustafa Karakaplan

Statistical Software Components from Boston College Department of Economics

Abstract: xtsfkk fits endogenous panel stochastic production or cost frontier models following the methodology provided by Karakaplan and Kutlu (2017). xtsfkk provides estimators for the parameters of a linear model with a disturbance that is assumed to be a mixture of two components: a measure of inefficiency which is strictly nonnegative and a two-sided error term from a symmetric distribution. xtsfkk can handle endogenous variables in the frontier and/or the inefficiency, and the xtsfkk estimates outperform the standard xtfrontier estimates that ignore endogeneity. See Karakaplan and Kutlu (2017) for a detailed explanation of their methodology and empirical analyses.

Language: Stata
Requires: Stata version 15 and estout from SSC (q.v.)
Keywords: endogeneity; panel data; endogenous stochastic frontier models; Karakaplan; Kutlu; production frontier; cost frontier (search for similar items in EconPapers)
Date: 2018-01-01, Revised 2022-05-07
Note: This module should be installed from within Stata by typing "ssc install xtsfkk". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtsfkk.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtsfkk.sthlp help file (text/plain)

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