Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
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DOI: 10.1080/07474938.2024.2328905
Abstract: 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 require distributional assumptions on random noise except conditional symmetry. We utilize… read more here.
Keywords: conditional heteroskedastic; panel; inefficiency; identification estimation ... See more keywords