A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers

A-Tier
Journal: Journal of Econometrics
Year: 2016
Volume: 190
Issue: 2
Pages: 289-300

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

By blending seminal literature on non-spatial stochastic frontier models with key contributions to spatial econometrics we develop a spatial autoregressive (SAR) stochastic frontier for panel data. The specification of the SAR frontier allows efficiency to vary over time and across the cross-sections. Efficiency is calculated from a composed error structure by assuming a half-normal distribution for inefficiency. The SAR frontier is estimated using maximum likelihood methods taking into account the endogenous SAR variable. The application of the estimator to an aggregate production frontier for European countries highlights, among other things, the asymmetry between efficiency spillovers to and from a country.

Technical Details

RePEc Handle
repec:eee:econom:v:190:y:2016:i:2:p:289-300
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25