论文检索

效率前沿的非参数工具变量估计AI 解读

The paper investigates endogeneity issues in nonparametric frontier models. It considers a nonseparable model for a cost function C=φ(Y,U) where C and Y are the cost and the output, U is uniform in [0,1] and φ is increasing with respect to U. The cost frontier corresponds to U=0 and U can be interpreted as a normalized level of inefficiency. The endogeneity issue arises when Y is dependent of U. For identification and estimation, we use a nonparametric instrumental variables…

非参数前沿估计：一种稳健方法AI 解读

A large amount of literature has been developed on how to specify and to estimate production frontiers or cost functions. Two different approaches have been mainly developed: the deterministic frontier model which relies on the assumption that all the observations are on a unique side of the frontier, and the stochastic frontier models where observational errors or random noise allows some observations to be outside of the frontier. In a deterministic frontier framework,…