Title of article
A method of moments estimator for a stochastic frontier model with errors in variables
Author/Authors
Yi-Yi Chen، نويسنده , , Hung-Jen Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
8
From page
221
To page
228
Abstract
We propose a method of moment estimator for a stochastic frontier (SF) model in which one of the independent variables is measured with errors. The estimator requires only minimal distributional assumption on the measurement error, has no need for additional data and is computationally inexpensive. A Monte Carlo study and an empirical example show favorable performances by this estimator.
Keywords
Stochastic frontier model , measurement error , Moment condition
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435538
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