Flexible panel stochastic frontier model with serially correlated errors

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 163
Issue: C
Pages: 55-58

Authors (3)

Huang, Yu-Fan (not in RePEc) Luo, Sui (not in RePEc) Wang, Hung-Jen (National Taiwan University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

We propose a flexible dynamic panel stochastic frontier model with a feasible estimation strategy. The model accommodates individual heterogeneity and allows for an ARMA(p,q) specification of the model’s serial correlations. Distribution assumptions are also flexible. The dynamics are specified through the composed error of the model, rather than through its individual components.

Technical Details

RePEc Handle
repec:eee:ecolet:v:163:y:2018:i:c:p:55-58
Journal Field
General
Author Count
3
Added to Database
2026-01-29