Fixed and Random Effects in Stochastic Frontier Models

By William H. Greene. 2005

1,170 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/242e15e2403f58f5f01e085101127062fa45b5c7

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Citations in the corpus

Cost efficiency of Slovenian water distribution utilities: an application of stochastic frontier methods (2008, methodology): “2 For example, see Bauer et al. (1998), Estache, Rossi and Ruzzier (2004), Jamasb and Pollitt (2003), Farsi, Filippini and Greene (2005), Farsi and Filippini (2006).”
Stochastic Frontier Analysis using Stata (2013, methodology): “…including the model of Cornwell, Schmidt, and Sick-les (1990), that of Lee and Schmidt (1993), the ﬂexible model of Kumbhakar (1990), the time decay and the ineﬃciency eﬀects models of Battese and Coelli (1992, 1995), and the “true” ﬁxed-( TFE ) and random-eﬀects ( TRE ) models of Greene (2005a).”
Assessing Brazil’s Cerrado agricultural miracle (2013, background): “3 Such an approach is recommended by Greene (2005) for efficiency measurement provided dummy variable Ph accounts for unobserved heterogeneity that is not efficiency related. computed by successively differentiating parameter estimates, presented in Appendix Table A1, with respect to each output…”
Energy Demand and Energy Efficiency in the OECD Countries: A Stochastic Demand Frontier Approach (2011, methodology): “Given this discussion, the “pooled” model based on Aigner et al. (1977) and the True Random Effects (TRE) model proposed by Greene (2005) are used for the estimation of equation (2).”
Persistent and transient productive inefficiency: a maximum simulated likelihood approach (2015, neutral): “Full results for the true random effects estimator appear in Greene (2004, 2005) and references therein.8 We now consider the ‘Generalized True Random Effects’ model (GTRE).”
Consistent estimation of the fixed effects stochastic frontier model (2014, methodology): “This model has been considered by Greene (2005A, 2005B).”
Economic uncertainty and bank risk: Evidence from emerging economies (2020, neutral): “We use the method of Greene (2005a, b) to estimate Eq. (6)-(7) and then follow the approach of Battese and Coelli (1988) to convert νit into Z_νijt = E(exp(−νijt|ε), a term with a similar pattern to Z and Z_n, where a higher value in the range (0, 1) denotes a closer distance to the implicit optimal”
Quo vadis efficiency analysis of water distribution? A comparative literature review (2009, methodology): “panel data model proposed by Greene (2005a and 2005b) controlling for unobserved”
The Behaviour of the Maximum Likelihood Estimator of Limited Dependent Variable Models in the Presence of Fixed Effects (2004, positive): “Greene (2004) analyzes the tobit model in particular in much greater detail, and finds that this finding holds up across a wide variety of variations in the model specification, including the degree of censoring, the underlying fit of the latent regression, the amount of correlation between xit and ”
Efficiency Analysis: A Primer on Recent Advances (2014, methodology): “The incorporation of a choice amounts to a sample selection problem in the spirit of Heckman (1976). One interesting aspect of this selection is how selection enters the model.”
Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (2004, background): “In Greene ( 2004 ), we explored the same kinds of effects in the stochastic frontier model, and found that in the same equation, some coefficient estimators were biased toward zero while others were not – there was no discernible pattern.”