A time-varying true individual effects model with endogenous regressors
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DOI: 10.1016/j.jeconom.2019.01.014
Abstract: 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… read more here.
Keywords: true individual; time; effects model; varying true ... See more keywords