GMM estimation of stochastic frontier model with endogenous regressors

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 118
Issue: 1
Pages: 233-236

Authors (2)

Tran, Kien C. (University of Lethbridge) Tsionas, Efthymios G. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

A convenient and simple GMM procedure for estimating stochastic frontier models in the presence of endogenous regressors is proposed. Monte Carlo simulations show that the proposed estimator works very well in finite samples. We apply the proposed method to panel data of Norwegian dairy farms to illustrate the usefulness of the proposed approach.

Technical Details

RePEc Handle
repec:eee:ecolet:v:118:y:2013:i:1:p:233-236
Journal Field
General
Author Count
2
Added to Database
2026-01-29