Endogeneity in stochastic frontier models

A-Tier
Journal: Journal of Econometrics
Year: 2016
Volume: 190
Issue: 2
Pages: 280-288

Authors (3)

Amsler, Christine (not in RePEc) Prokhorov, Artem (St. Petersburg State Universit...) Schmidt, Peter (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Stochastic frontier models are typically estimated by maximum likelihood (MLE) or corrected ordinary least squares. The consistency of either estimator depends on exogeneity of the explanatory variables (inputs, in the production frontier setting). We will investigate the case that one or more of the inputs is endogenous, in the simultaneous equation sense of endogeneity. That is, we worry that there is correlation between the inputs and statistical noise or inefficiency.

Technical Details

RePEc Handle
repec:eee:econom:v:190:y:2016:i:2:p:280-288
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-29