Estimating stochastic frontier systems with unbalanced panel data: The case of floor tile manufactories in egypt
非平衡面板下随机前沿系统的估计:埃及地砖制造业案例AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要明确使用企业非平衡面板,并以随机前沿系统估计技术及配置无效率。
非平衡面板下随机前沿系统的估计:埃及地砖制造业案例AI 解读 ↓
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Abstract A generalized stochastic frontier system is fitted with unbalanced panel data of Egyptian floor tileries and estimated using OLS, ‘within’, feasible GLS, and maximum likelihood. Hausman tests indicate ‘within’ is the correct estimator for the data. Estimates of firm‐level technical and allocative inefficiencies (and their costs) are presented for each of the estimators. Finally, sources of technical inefficiency are investigated.
异质性、不确定性与学习:半参数识别和估计
We provide identification results for a broad class of learning models in which continuous outcomes depend on three types of unobservables: known heterogeneity, initially unknown heterogeneity that may be revealed over time, and transitory uncertainty. We consider a common environment where the researcher only has access to a short panel on choices and realized outcomes. We establish identification of the outcome equation parameters and the distribution of the unobservables,…
含内生主导单元的非线性空间动态面板模型:份额数据应用
This article develops a nonlinear spatial dynamic panel data model with one particularly interesting application to a structural interaction model for share data. To account for effects from dominant (popular) units, the spatial weights matrix in our model can allow for unbounded column sums. To account for heterogeneity, our model includes two-way fixed effects and heteroscedastic errors. We further consider the potential endogeneity of the spatial weight matrix constructed…
具有跨期优化的空间动态模型:设定与估计
In this paper, we introduce a dynamic spatial interaction econometric model. There are n forward-looking agents of whom each has a parametric linear-quadratic payoff, and they interact with their neighbors through a spatial network. Considering a Markov perfect equilibrium (MPE), we derive a unique Nash equilibrium equation and construct a new spatial dynamic panel data (SDPD) model. For estimation, we suggest mainly the quasi-maximum likelihood (QML) method. Asymptotic…
面板动态联立方程模型的统计推断
We study the identification and estimation of panel dynamic simultaneous equations models. We show that the presence of time-persistent individual-specific effects does not lead to changes in the identification conditions of traditional Cowles Commission dynamic simultaneous equations models. However, the limiting properties of the estimators depend on the way the cross-section dimension, N, or the time series dimension, T, goes to infinity. We propose three limited…
同时不完备与不相容的动态有限因变量模型:融资约束与企业创新
We develop novel methods for establishing coherency and completeness conditions in Static and Dynamic Limited Dependent Variables (LDV) Models. We characterize the two distinct problems as “empty-region” incoherency and “overlap-region” incoherency or incompleteness and show that the two properties can co-exist. We focus on the class of models that can be Simultaneously Incomplete and Incoherent (SII). We propose estimation strategies based on Conditional Maximum Likelihood…
含固定效应不可观测异质性的差异化产品动态需求
This paper studies identification and estimation of a dynamic discrete choice model of demand for differentiated product using consumer-level panel data with few purchase events per consumer (i.e., short panel). Consumers are forward-looking and their preferences incorporate two sources of dynamics: last choice dependence due to habits and switching costs, and duration dependence due to inventory, depreciation, or learning. A key distinguishing feature of the model is that…