A Bayesian estimator for stochastic frontier models with errors in variables

被引：0

作者：

Sheng-Kai Chang

Yi-Yi Chen

Hung-Jen Wang

机构：

[1] National Taiwan University,Department of Economics

[2] Tamkang University,Department of Economics

[3] Academia Sinica,The Institute of Economics

来源：

Journal of Productivity Analysis | 2012年 / 38卷

关键词：

Stochastic frontier models; Measurement errors; Bayesian estimator; C11; C16; C51;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A Bayesian estimator is proposed for a stochastic frontier model with errors in variables. The model assumes a truncated-normal distribution for the inefficiency and accommodates exogenous determinants of inefficiency. An empirical example of Tobin’s Q investment model is provided, in which the Q variable is known to suffer from measurement error. Results show that correcting for measurement error in the Q variable has an important effect on the estimation results.

引用

页码：1 / 9

页数：8

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