Fitting Endogenous Stochastic Frontier Models in Stata
2017 ◽
Vol 17
(1)
◽
pp. 39-55
◽
Keyword(s):
In this article, I introduce sfkk, a new command for fitting endogenous stochastic frontier models. sfkk provides estimators for the parameters of a linear model with a disturbance assumed to be a mixture of two components: a measure of inefficiency that is strictly nonnegative and a two-sided error term from a symmetric distribution. sfkk can handle endogenous variables in the frontier or the inefficiency, and the sfkk estimates outperform the standard frontier estimates that ignore endogeneity.
2007 ◽
Vol 34
(3)
◽
pp. 393-416
◽
2014 ◽
Vol 42
(2)
◽
pp. 171-173
◽