A flexible stochastic production frontier model with panel data
被引:0
作者:
Wang, Taining
论文数: 0引用数: 0
h-index: 0
机构:
Capital Univ Econ & Business, Int Sch Econ & Management, Beijing, Peoples R ChinaCapital Univ Econ & Business, Int Sch Econ & Management, Beijing, Peoples R China
Wang, Taining
[1
]
Yao, Feng
论文数: 0引用数: 0
h-index: 0
机构:
West Virginia Univ, Dept Econ, Morgantown, WV USACapital Univ Econ & Business, Int Sch Econ & Management, Beijing, Peoples R China
Yao, Feng
[2
]
Kumbhakar, Subal C.
论文数: 0引用数: 0
h-index: 0
机构:
SUNY Binghamton, Dept Econ, Binghamton, NY 13902 USA
Czech Univ Life Sci Prague, Fac Econ & Management, Dept Econ, Prague, Czech RepublicCapital Univ Econ & Business, Int Sch Econ & Management, Beijing, Peoples R China
Kumbhakar, Subal C.
[3
,4
]
机构:
[1] Capital Univ Econ & Business, Int Sch Econ & Management, Beijing, Peoples R China
[2] West Virginia Univ, Dept Econ, Morgantown, WV USA
[3] SUNY Binghamton, Dept Econ, Binghamton, NY 13902 USA
[4] Czech Univ Life Sci Prague, Fac Econ & Management, Dept Econ, Prague, Czech Republic
We propose a flexible stochastic production frontier model with fixed effects for the panel data in which the semiparametric frontier is additive with bivariate interactions. To avoid potential misspecification and/or "wrong skew problem" due to distributional assumptions, we model the conditional mean of the inefficiency to depend on environmental variables and to be known up to a vector of parameters. We propose a difference-based estimator for parameters characterizing the conditional mean of the inefficiency term, a profile series estimator, and a kernel-based one-step backfitting estimator for the frontier to facilitate inference. We establish their asymptotic properties and show that each component in the frontier estimated by the kernel-based backfitting has the same asymptotic distribution as the one estimated with the true knowledge on the other components in the frontier (i.e., the oracle property). Through a Monte Carlo study, we demonstrate that the proposed estimators perform well in finite samples. Utilizing a panel of Chinese firm-level data in 2000-2006, we apply our method to estimate the frontier and efficiency scores and conclude that export plays a significant role in reducing the efficiency of firms.
机构:
College of Economics and Management, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
ZHOU Ying-heng
ZHANG Xiao-heng
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
ZHANG Xiao-heng
TIAN Xu
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
TIAN Xu
GENG Xian-hui
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
GENG Xian-hui
ZHANG Peng
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
ZHANG Peng
YAN Bin-jian
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
机构:
College of Economics and Management, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
ZHOU Ying-heng
ZHANG Xiao-heng
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
ZHANG Xiao-heng
TIAN Xu
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
TIAN Xu
GENG Xian-hui
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
GENG Xian-hui
ZHANG Peng
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University
ZHANG Peng
YAN Bin-jian
论文数: 0引用数: 0
h-index: 0
机构:
College of Economics and Management, Nanjing Agricultural University
China Center for Food Security Studies, Nanjing Agricultural UniversityCollege of Economics and Management, Nanjing Agricultural University