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...
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 |
Similar Items
-
H<sub>∞</sub> Control for Stochastic Singular Systems With Time-Varying Delays
by: Shuangyun Xing, et al.
Published: (2020-01-01) -
Estimating cost efficiency of Turkish commercial banks under unobserved heterogeneity with stochastic frontier models
by: Hakan Gunes, et al.
Published: (2016-12-01) -
Technical Efficiency of Smallholder Agriculture in Developing Countries: The Case of Ethiopia
by: Anbes Tenaye
Published: (2020-04-01) -
Dissipative Filtering for Stochastic Singular Time-Varying Delay Systems
by: Jingke Xu, et al.
Published: (2019-01-01) -
Noise Is Not Error: Detecting Parametric Heterogeneity Between Epidemiologic Time Series
by: Ethan O. Romero-Severson, et al.
Published: (2018-07-01)