{"title":"Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency","authors":"Jun Cai, William C. Horrace, Yoonseok Lee","doi":"10.1080/07474938.2024.2328905","DOIUrl":null,"url":null,"abstract":"We study a semiparametric panel stochastic frontier model with nonseparable unobserved heterogeneity, which allows for time-varying conditional heteroskedastic productivity components. It does not ...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":"18 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometric Reviews","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/07474938.2024.2328905","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
We study a semiparametric panel stochastic frontier model with nonseparable unobserved heterogeneity, which allows for time-varying conditional heteroskedastic productivity components. It does not ...
期刊介绍:
Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.