A time-varying true individual effects model with endogenous regressors

We propose a fairly general individual effects stochastic frontier model, which allows both heterogeneity and inefficiency to change over time. Moreover, our model handles the endogeneity problems if either at least one of the regressors or one-sided error term is correlated with the two-sided error...

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Bibliographic Details
Main Authors: Kutlu, L. (Author), Tran, K.C (Author), Tsionas, M.G (Author)
Format: Article
Language:English
Published: Elsevier Ltd 2019
Subjects:
Online Access:View Fulltext in Publisher