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
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
Journal title :
Economics Letters