Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors
Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step co...
Ausführliche Beschreibung
Autor*in: |
Prokhorov, Artem [verfasserIn] Tran, Kien C. [verfasserIn] Tsionas, Mike G. [verfasserIn] |
---|
Format: |
E-Artikel |
---|---|
Sprache: |
Englisch |
Erschienen: |
2020 |
---|
Schlagwörter: |
---|
Anmerkung: |
© Springer-Verlag GmbH Germany, part of Springer Nature 2020 |
---|
Übergeordnetes Werk: |
Enthalten in: Empirical economics - Berlin : Springer, 1976, 60(2020), 6 vom: 24. Sept., Seite 3043-3068 |
---|---|
Übergeordnetes Werk: |
volume:60 ; year:2020 ; number:6 ; day:24 ; month:09 ; pages:3043-3068 |
Links: |
---|
DOI / URN: |
10.1007/s00181-020-01941-0 |
---|
Katalog-ID: |
SPR044152051 |
---|
LEADER | 01000caa a22002652 4500 | ||
---|---|---|---|
001 | SPR044152051 | ||
003 | DE-627 | ||
005 | 20220110152937.0 | ||
007 | cr uuu---uuuuu | ||
008 | 210528s2020 xx |||||o 00| ||eng c | ||
024 | 7 | |a 10.1007/s00181-020-01941-0 |2 doi | |
035 | |a (DE-627)SPR044152051 | ||
035 | |a (SPR)s00181-020-01941-0-e | ||
040 | |a DE-627 |b ger |c DE-627 |e rakwb | ||
041 | |a eng | ||
082 | 0 | 4 | |a 330 |a 380 |a 650 |a 670 |q ASE |
082 | 0 | 4 | |a 000 |a 330 |q ASE |
084 | |a 85.00 |2 bkl | ||
084 | |a 83.00 |2 bkl | ||
100 | 1 | |a Prokhorov, Artem |e verfasserin |4 aut | |
245 | 1 | 0 | |a Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors |
264 | 1 | |c 2020 | |
336 | |a Text |b txt |2 rdacontent | ||
337 | |a Computermedien |b c |2 rdamedia | ||
338 | |a Online-Ressource |b cr |2 rdacarrier | ||
500 | |a © Springer-Verlag GmbH Germany, part of Springer Nature 2020 | ||
520 | |a Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. | ||
650 | 4 | |a Constrained semiparametric limited information MLE |7 (dpeaa)DE-He213 | |
650 | 4 | |a Efficiency |7 (dpeaa)DE-He213 | |
650 | 4 | |a Endogeneity |7 (dpeaa)DE-He213 | |
650 | 4 | |a Local limited information MLE |7 (dpeaa)DE-He213 | |
650 | 4 | |a Smooth coefficient |7 (dpeaa)DE-He213 | |
650 | 4 | |a Stochastic frontier |7 (dpeaa)DE-He213 | |
700 | 1 | |a Tran, Kien C. |e verfasserin |4 aut | |
700 | 1 | |a Tsionas, Mike G. |e verfasserin |4 aut | |
773 | 0 | 8 | |i Enthalten in |t Empirical economics |d Berlin : Springer, 1976 |g 60(2020), 6 vom: 24. Sept., Seite 3043-3068 |w (DE-627)254631193 |w (DE-600)1462176-9 |x 1435-8921 |7 nnns |
773 | 1 | 8 | |g volume:60 |g year:2020 |g number:6 |g day:24 |g month:09 |g pages:3043-3068 |
856 | 4 | 0 | |u https://dx.doi.org/10.1007/s00181-020-01941-0 |z lizenzpflichtig |3 Volltext |
912 | |a GBV_USEFLAG_A | ||
912 | |a SYSFLAG_A | ||
912 | |a GBV_SPRINGER | ||
912 | |a GBV_ILN_11 | ||
912 | |a GBV_ILN_20 | ||
912 | |a GBV_ILN_22 | ||
912 | |a GBV_ILN_23 | ||
912 | |a GBV_ILN_24 | ||
912 | |a GBV_ILN_26 | ||
912 | |a GBV_ILN_31 | ||
912 | |a GBV_ILN_32 | ||
912 | |a GBV_ILN_39 | ||
912 | |a GBV_ILN_40 | ||
912 | |a GBV_ILN_60 | ||
912 | |a GBV_ILN_62 | ||
912 | |a GBV_ILN_63 | ||
912 | |a GBV_ILN_69 | ||
912 | |a GBV_ILN_70 | ||
912 | |a GBV_ILN_73 | ||
912 | |a GBV_ILN_74 | ||
912 | |a GBV_ILN_90 | ||
912 | |a GBV_ILN_95 | ||
912 | |a GBV_ILN_100 | ||
912 | |a GBV_ILN_105 | ||
912 | |a GBV_ILN_110 | ||
912 | |a GBV_ILN_120 | ||
912 | |a GBV_ILN_138 | ||
912 | |a GBV_ILN_150 | ||
912 | |a GBV_ILN_151 | ||
912 | |a GBV_ILN_152 | ||
912 | |a GBV_ILN_161 | ||
912 | |a GBV_ILN_170 | ||
912 | |a GBV_ILN_171 | ||
912 | |a GBV_ILN_187 | ||
912 | |a GBV_ILN_213 | ||
912 | |a GBV_ILN_224 | ||
912 | |a GBV_ILN_230 | ||
912 | |a GBV_ILN_250 | ||
912 | |a GBV_ILN_267 | ||
912 | |a GBV_ILN_281 | ||
912 | |a GBV_ILN_285 | ||
912 | |a GBV_ILN_293 | ||
912 | |a GBV_ILN_370 | ||
912 | |a GBV_ILN_602 | ||
912 | |a GBV_ILN_636 | ||
912 | |a GBV_ILN_647 | ||
912 | |a GBV_ILN_702 | ||
912 | |a GBV_ILN_2001 | ||
912 | |a GBV_ILN_2003 | ||
912 | |a GBV_ILN_2004 | ||
912 | |a GBV_ILN_2005 | ||
912 | |a GBV_ILN_2006 | ||
912 | |a GBV_ILN_2007 | ||
912 | |a GBV_ILN_2008 | ||
912 | |a GBV_ILN_2009 | ||
912 | |a GBV_ILN_2010 | ||
912 | |a GBV_ILN_2011 | ||
912 | |a GBV_ILN_2014 | ||
912 | |a GBV_ILN_2015 | ||
912 | |a GBV_ILN_2018 | ||
912 | |a GBV_ILN_2020 | ||
912 | |a GBV_ILN_2021 | ||
912 | |a GBV_ILN_2025 | ||
912 | |a GBV_ILN_2026 | ||
912 | |a GBV_ILN_2027 | ||
912 | |a GBV_ILN_2031 | ||
912 | |a GBV_ILN_2034 | ||
912 | |a GBV_ILN_2037 | ||
912 | |a GBV_ILN_2038 | ||
912 | |a GBV_ILN_2039 | ||
912 | |a GBV_ILN_2044 | ||
912 | |a GBV_ILN_2048 | ||
912 | |a GBV_ILN_2049 | ||
912 | |a GBV_ILN_2050 | ||
912 | |a GBV_ILN_2055 | ||
912 | |a GBV_ILN_2056 | ||
912 | |a GBV_ILN_2057 | ||
912 | |a GBV_ILN_2059 | ||
912 | |a GBV_ILN_2061 | ||
912 | |a GBV_ILN_2064 | ||
912 | |a GBV_ILN_2065 | ||
912 | |a GBV_ILN_2068 | ||
912 | |a GBV_ILN_2088 | ||
912 | |a GBV_ILN_2093 | ||
912 | |a GBV_ILN_2106 | ||
912 | |a GBV_ILN_2107 | ||
912 | |a GBV_ILN_2108 | ||
912 | |a GBV_ILN_2110 | ||
912 | |a GBV_ILN_2111 | ||
912 | |a GBV_ILN_2112 | ||
912 | |a GBV_ILN_2113 | ||
912 | |a GBV_ILN_2118 | ||
912 | |a GBV_ILN_2122 | ||
912 | |a GBV_ILN_2129 | ||
912 | |a GBV_ILN_2143 | ||
912 | |a GBV_ILN_2144 | ||
912 | |a GBV_ILN_2147 | ||
912 | |a GBV_ILN_2148 | ||
912 | |a GBV_ILN_2152 | ||
912 | |a GBV_ILN_2153 | ||
912 | |a GBV_ILN_2188 | ||
912 | |a GBV_ILN_2190 | ||
912 | |a GBV_ILN_2232 | ||
912 | |a GBV_ILN_2336 | ||
912 | |a GBV_ILN_2446 | ||
912 | |a GBV_ILN_2470 | ||
912 | |a GBV_ILN_2472 | ||
912 | |a GBV_ILN_2507 | ||
912 | |a GBV_ILN_2522 | ||
912 | |a GBV_ILN_2548 | ||
912 | |a GBV_ILN_4035 | ||
912 | |a GBV_ILN_4037 | ||
912 | |a GBV_ILN_4046 | ||
912 | |a GBV_ILN_4112 | ||
912 | |a GBV_ILN_4125 | ||
912 | |a GBV_ILN_4126 | ||
912 | |a GBV_ILN_4242 | ||
912 | |a GBV_ILN_4246 | ||
912 | |a GBV_ILN_4249 | ||
912 | |a GBV_ILN_4251 | ||
912 | |a GBV_ILN_4305 | ||
912 | |a GBV_ILN_4306 | ||
912 | |a GBV_ILN_4307 | ||
912 | |a GBV_ILN_4313 | ||
912 | |a GBV_ILN_4322 | ||
912 | |a GBV_ILN_4323 | ||
912 | |a GBV_ILN_4324 | ||
912 | |a GBV_ILN_4325 | ||
912 | |a GBV_ILN_4326 | ||
912 | |a GBV_ILN_4328 | ||
912 | |a GBV_ILN_4333 | ||
912 | |a GBV_ILN_4334 | ||
912 | |a GBV_ILN_4335 | ||
912 | |a GBV_ILN_4336 | ||
912 | |a GBV_ILN_4338 | ||
912 | |a GBV_ILN_4393 | ||
912 | |a GBV_ILN_4700 | ||
936 | b | k | |a 85.00 |q ASE |
936 | b | k | |a 83.00 |q ASE |
951 | |a AR | ||
952 | |d 60 |j 2020 |e 6 |b 24 |c 09 |h 3043-3068 |
author_variant |
a p ap k c t kc kct m g t mg mgt |
---|---|
matchkey_str |
article:14358921:2020----::siainfeinnnaaerctcatcrniroesih |
hierarchy_sort_str |
2020 |
bklnumber |
85.00 83.00 |
publishDate |
2020 |
allfields |
10.1007/s00181-020-01941-0 doi (DE-627)SPR044152051 (SPR)s00181-020-01941-0-e DE-627 ger DE-627 rakwb eng 330 380 650 670 ASE 000 330 ASE 85.00 bkl 83.00 bkl Prokhorov, Artem verfasserin aut Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2020 Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. Constrained semiparametric limited information MLE (dpeaa)DE-He213 Efficiency (dpeaa)DE-He213 Endogeneity (dpeaa)DE-He213 Local limited information MLE (dpeaa)DE-He213 Smooth coefficient (dpeaa)DE-He213 Stochastic frontier (dpeaa)DE-He213 Tran, Kien C. verfasserin aut Tsionas, Mike G. verfasserin aut Enthalten in Empirical economics Berlin : Springer, 1976 60(2020), 6 vom: 24. Sept., Seite 3043-3068 (DE-627)254631193 (DE-600)1462176-9 1435-8921 nnns volume:60 year:2020 number:6 day:24 month:09 pages:3043-3068 https://dx.doi.org/10.1007/s00181-020-01941-0 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 85.00 ASE 83.00 ASE AR 60 2020 6 24 09 3043-3068 |
spelling |
10.1007/s00181-020-01941-0 doi (DE-627)SPR044152051 (SPR)s00181-020-01941-0-e DE-627 ger DE-627 rakwb eng 330 380 650 670 ASE 000 330 ASE 85.00 bkl 83.00 bkl Prokhorov, Artem verfasserin aut Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2020 Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. Constrained semiparametric limited information MLE (dpeaa)DE-He213 Efficiency (dpeaa)DE-He213 Endogeneity (dpeaa)DE-He213 Local limited information MLE (dpeaa)DE-He213 Smooth coefficient (dpeaa)DE-He213 Stochastic frontier (dpeaa)DE-He213 Tran, Kien C. verfasserin aut Tsionas, Mike G. verfasserin aut Enthalten in Empirical economics Berlin : Springer, 1976 60(2020), 6 vom: 24. Sept., Seite 3043-3068 (DE-627)254631193 (DE-600)1462176-9 1435-8921 nnns volume:60 year:2020 number:6 day:24 month:09 pages:3043-3068 https://dx.doi.org/10.1007/s00181-020-01941-0 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 85.00 ASE 83.00 ASE AR 60 2020 6 24 09 3043-3068 |
allfields_unstemmed |
10.1007/s00181-020-01941-0 doi (DE-627)SPR044152051 (SPR)s00181-020-01941-0-e DE-627 ger DE-627 rakwb eng 330 380 650 670 ASE 000 330 ASE 85.00 bkl 83.00 bkl Prokhorov, Artem verfasserin aut Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2020 Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. Constrained semiparametric limited information MLE (dpeaa)DE-He213 Efficiency (dpeaa)DE-He213 Endogeneity (dpeaa)DE-He213 Local limited information MLE (dpeaa)DE-He213 Smooth coefficient (dpeaa)DE-He213 Stochastic frontier (dpeaa)DE-He213 Tran, Kien C. verfasserin aut Tsionas, Mike G. verfasserin aut Enthalten in Empirical economics Berlin : Springer, 1976 60(2020), 6 vom: 24. Sept., Seite 3043-3068 (DE-627)254631193 (DE-600)1462176-9 1435-8921 nnns volume:60 year:2020 number:6 day:24 month:09 pages:3043-3068 https://dx.doi.org/10.1007/s00181-020-01941-0 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 85.00 ASE 83.00 ASE AR 60 2020 6 24 09 3043-3068 |
allfieldsGer |
10.1007/s00181-020-01941-0 doi (DE-627)SPR044152051 (SPR)s00181-020-01941-0-e DE-627 ger DE-627 rakwb eng 330 380 650 670 ASE 000 330 ASE 85.00 bkl 83.00 bkl Prokhorov, Artem verfasserin aut Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2020 Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. Constrained semiparametric limited information MLE (dpeaa)DE-He213 Efficiency (dpeaa)DE-He213 Endogeneity (dpeaa)DE-He213 Local limited information MLE (dpeaa)DE-He213 Smooth coefficient (dpeaa)DE-He213 Stochastic frontier (dpeaa)DE-He213 Tran, Kien C. verfasserin aut Tsionas, Mike G. verfasserin aut Enthalten in Empirical economics Berlin : Springer, 1976 60(2020), 6 vom: 24. Sept., Seite 3043-3068 (DE-627)254631193 (DE-600)1462176-9 1435-8921 nnns volume:60 year:2020 number:6 day:24 month:09 pages:3043-3068 https://dx.doi.org/10.1007/s00181-020-01941-0 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 85.00 ASE 83.00 ASE AR 60 2020 6 24 09 3043-3068 |
allfieldsSound |
10.1007/s00181-020-01941-0 doi (DE-627)SPR044152051 (SPR)s00181-020-01941-0-e DE-627 ger DE-627 rakwb eng 330 380 650 670 ASE 000 330 ASE 85.00 bkl 83.00 bkl Prokhorov, Artem verfasserin aut Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer-Verlag GmbH Germany, part of Springer Nature 2020 Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. Constrained semiparametric limited information MLE (dpeaa)DE-He213 Efficiency (dpeaa)DE-He213 Endogeneity (dpeaa)DE-He213 Local limited information MLE (dpeaa)DE-He213 Smooth coefficient (dpeaa)DE-He213 Stochastic frontier (dpeaa)DE-He213 Tran, Kien C. verfasserin aut Tsionas, Mike G. verfasserin aut Enthalten in Empirical economics Berlin : Springer, 1976 60(2020), 6 vom: 24. Sept., Seite 3043-3068 (DE-627)254631193 (DE-600)1462176-9 1435-8921 nnns volume:60 year:2020 number:6 day:24 month:09 pages:3043-3068 https://dx.doi.org/10.1007/s00181-020-01941-0 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 85.00 ASE 83.00 ASE AR 60 2020 6 24 09 3043-3068 |
language |
English |
source |
Enthalten in Empirical economics 60(2020), 6 vom: 24. Sept., Seite 3043-3068 volume:60 year:2020 number:6 day:24 month:09 pages:3043-3068 |
sourceStr |
Enthalten in Empirical economics 60(2020), 6 vom: 24. Sept., Seite 3043-3068 volume:60 year:2020 number:6 day:24 month:09 pages:3043-3068 |
format_phy_str_mv |
Article |
institution |
findex.gbv.de |
topic_facet |
Constrained semiparametric limited information MLE Efficiency Endogeneity Local limited information MLE Smooth coefficient Stochastic frontier |
dewey-raw |
330 |
isfreeaccess_bool |
false |
container_title |
Empirical economics |
authorswithroles_txt_mv |
Prokhorov, Artem @@aut@@ Tran, Kien C. @@aut@@ Tsionas, Mike G. @@aut@@ |
publishDateDaySort_date |
2020-09-24T00:00:00Z |
hierarchy_top_id |
254631193 |
dewey-sort |
3330 |
id |
SPR044152051 |
language_de |
englisch |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">SPR044152051</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20220110152937.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">210528s2020 xx |||||o 00| ||eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/s00181-020-01941-0</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)SPR044152051</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(SPR)s00181-020-01941-0-e</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">330</subfield><subfield code="a">380</subfield><subfield code="a">650</subfield><subfield code="a">670</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">000</subfield><subfield code="a">330</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">85.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">83.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Prokhorov, Artem</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2020</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">© Springer-Verlag GmbH Germany, part of Springer Nature 2020</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Constrained semiparametric limited information MLE</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Efficiency</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Endogeneity</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Local limited information MLE</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Smooth coefficient</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic frontier</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tran, Kien C.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tsionas, Mike G.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">Empirical economics</subfield><subfield code="d">Berlin : Springer, 1976</subfield><subfield code="g">60(2020), 6 vom: 24. Sept., Seite 3043-3068</subfield><subfield code="w">(DE-627)254631193</subfield><subfield code="w">(DE-600)1462176-9</subfield><subfield code="x">1435-8921</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:60</subfield><subfield code="g">year:2020</subfield><subfield code="g">number:6</subfield><subfield code="g">day:24</subfield><subfield code="g">month:09</subfield><subfield code="g">pages:3043-3068</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://dx.doi.org/10.1007/s00181-020-01941-0</subfield><subfield code="z">lizenzpflichtig</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_SPRINGER</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_11</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_20</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_22</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_23</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_24</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_26</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_31</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_32</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_39</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_60</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_62</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_63</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_69</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_70</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_73</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_74</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_90</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_95</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_100</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_105</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_120</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_138</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_150</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_151</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_152</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_161</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_170</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_171</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_187</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_213</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_224</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_230</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_250</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_267</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_281</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_285</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_293</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_370</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_602</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_636</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_647</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_702</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2001</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2003</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2004</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2005</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2006</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2007</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2008</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2009</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2010</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2011</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2015</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2018</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2020</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2021</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2025</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2026</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2027</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2031</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2034</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2038</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2039</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2044</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2048</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2049</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2050</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2055</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2056</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2057</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2059</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2061</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2064</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2065</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2068</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2088</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2093</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2106</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2107</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2108</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2111</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2113</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2118</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2122</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2129</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2143</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2144</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2147</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2148</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2152</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2153</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2188</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2190</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2232</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2336</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2446</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2470</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2472</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2507</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2522</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2548</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4035</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4046</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4125</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4126</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4242</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4246</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4249</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4251</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4305</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4306</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4307</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4313</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4322</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4323</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4324</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4325</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4326</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4328</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4333</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4334</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4335</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4336</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4338</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4393</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4700</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">85.00</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">83.00</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">60</subfield><subfield code="j">2020</subfield><subfield code="e">6</subfield><subfield code="b">24</subfield><subfield code="c">09</subfield><subfield code="h">3043-3068</subfield></datafield></record></collection>
|
author |
Prokhorov, Artem |
spellingShingle |
Prokhorov, Artem ddc 330 ddc 000 bkl 85.00 bkl 83.00 misc Constrained semiparametric limited information MLE misc Efficiency misc Endogeneity misc Local limited information MLE misc Smooth coefficient misc Stochastic frontier Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors |
authorStr |
Prokhorov, Artem |
ppnlink_with_tag_str_mv |
@@773@@(DE-627)254631193 |
format |
electronic Article |
dewey-ones |
330 - Economics 380 - Commerce, communications & transportation 650 - Management & auxiliary services 670 - Manufacturing 000 - Computer science, information & general works |
delete_txt_mv |
keep |
author_role |
aut aut aut |
collection |
springer |
remote_str |
true |
illustrated |
Not Illustrated |
issn |
1435-8921 |
topic_title |
330 380 650 670 ASE 000 330 ASE 85.00 bkl 83.00 bkl Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors Constrained semiparametric limited information MLE (dpeaa)DE-He213 Efficiency (dpeaa)DE-He213 Endogeneity (dpeaa)DE-He213 Local limited information MLE (dpeaa)DE-He213 Smooth coefficient (dpeaa)DE-He213 Stochastic frontier (dpeaa)DE-He213 |
topic |
ddc 330 ddc 000 bkl 85.00 bkl 83.00 misc Constrained semiparametric limited information MLE misc Efficiency misc Endogeneity misc Local limited information MLE misc Smooth coefficient misc Stochastic frontier |
topic_unstemmed |
ddc 330 ddc 000 bkl 85.00 bkl 83.00 misc Constrained semiparametric limited information MLE misc Efficiency misc Endogeneity misc Local limited information MLE misc Smooth coefficient misc Stochastic frontier |
topic_browse |
ddc 330 ddc 000 bkl 85.00 bkl 83.00 misc Constrained semiparametric limited information MLE misc Efficiency misc Endogeneity misc Local limited information MLE misc Smooth coefficient misc Stochastic frontier |
format_facet |
Elektronische Aufsätze Aufsätze Elektronische Ressource |
format_main_str_mv |
Text Zeitschrift/Artikel |
carriertype_str_mv |
cr |
hierarchy_parent_title |
Empirical economics |
hierarchy_parent_id |
254631193 |
dewey-tens |
330 - Economics 380 - Commerce, communications & transportation 650 - Management & public relations 670 - Manufacturing 000 - Computer science, knowledge & systems |
hierarchy_top_title |
Empirical economics |
isfreeaccess_txt |
false |
familylinks_str_mv |
(DE-627)254631193 (DE-600)1462176-9 |
title |
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors |
ctrlnum |
(DE-627)SPR044152051 (SPR)s00181-020-01941-0-e |
title_full |
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors |
author_sort |
Prokhorov, Artem |
journal |
Empirical economics |
journalStr |
Empirical economics |
lang_code |
eng |
isOA_bool |
false |
dewey-hundreds |
300 - Social sciences 600 - Technology 000 - Computer science, information & general works |
recordtype |
marc |
publishDateSort |
2020 |
contenttype_str_mv |
txt |
container_start_page |
3043 |
author_browse |
Prokhorov, Artem Tran, Kien C. Tsionas, Mike G. |
container_volume |
60 |
class |
330 380 650 670 ASE 000 330 ASE 85.00 bkl 83.00 bkl |
format_se |
Elektronische Aufsätze |
author-letter |
Prokhorov, Artem |
doi_str_mv |
10.1007/s00181-020-01941-0 |
dewey-full |
330 380 650 670 000 |
author2-role |
verfasserin |
title_sort |
estimation of semi- and nonparametric stochastic frontier models with endogenous regressors |
title_auth |
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors |
abstract |
Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. © Springer-Verlag GmbH Germany, part of Springer Nature 2020 |
abstractGer |
Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. © Springer-Verlag GmbH Germany, part of Springer Nature 2020 |
abstract_unstemmed |
Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods. © Springer-Verlag GmbH Germany, part of Springer Nature 2020 |
collection_details |
GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_267 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 |
container_issue |
6 |
title_short |
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors |
url |
https://dx.doi.org/10.1007/s00181-020-01941-0 |
remote_bool |
true |
author2 |
Tran, Kien C. Tsionas, Mike G. |
author2Str |
Tran, Kien C. Tsionas, Mike G. |
ppnlink |
254631193 |
mediatype_str_mv |
c |
isOA_txt |
false |
hochschulschrift_bool |
false |
doi_str |
10.1007/s00181-020-01941-0 |
up_date |
2024-07-03T23:11:59.349Z |
_version_ |
1803601386517037056 |
fullrecord_marcxml |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">SPR044152051</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20220110152937.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">210528s2020 xx |||||o 00| ||eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/s00181-020-01941-0</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)SPR044152051</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(SPR)s00181-020-01941-0-e</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">330</subfield><subfield code="a">380</subfield><subfield code="a">650</subfield><subfield code="a">670</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">000</subfield><subfield code="a">330</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">85.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">83.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Prokhorov, Artem</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2020</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">© Springer-Verlag GmbH Germany, part of Springer Nature 2020</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract This paper considers the problem of estimating a nonparametric stochastic frontier model with shape restrictions and when some or all regressors are endogenous. We discuss three estimation strategies based on constructing a likelihood with unknown components. One approach is a three-step constrained semiparametric limited information maximum likelihood, where the first two steps provide local polynomial estimators of the reduced form and frontier equation. This approach imposes the shape restrictions on the frontier equation explicitly. As an alternative, we consider a local limited information maximum likelihood, where we replace the constrained estimation from the first approach with a kernel-based method. This means the shape constraints are satisfied locally by construction. Finally, we consider a smooth-coefficient stochastic frontier model, for which we propose a two-step estimation procedure based on local GMM and MLE. Our Monte Carlo simulations demonstrate attractive finite sample properties of all the proposed estimators. An empirical application to the US banking sector illustrates empirical relevance of these methods.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Constrained semiparametric limited information MLE</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Efficiency</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Endogeneity</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Local limited information MLE</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Smooth coefficient</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic frontier</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tran, Kien C.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tsionas, Mike G.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">Empirical economics</subfield><subfield code="d">Berlin : Springer, 1976</subfield><subfield code="g">60(2020), 6 vom: 24. Sept., Seite 3043-3068</subfield><subfield code="w">(DE-627)254631193</subfield><subfield code="w">(DE-600)1462176-9</subfield><subfield code="x">1435-8921</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:60</subfield><subfield code="g">year:2020</subfield><subfield code="g">number:6</subfield><subfield code="g">day:24</subfield><subfield code="g">month:09</subfield><subfield code="g">pages:3043-3068</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://dx.doi.org/10.1007/s00181-020-01941-0</subfield><subfield code="z">lizenzpflichtig</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_SPRINGER</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_11</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_20</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_22</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_23</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_24</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_26</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_31</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_32</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_39</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_60</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_62</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_63</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_69</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_70</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_73</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_74</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_90</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_95</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_100</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_105</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_120</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_138</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_150</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_151</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_152</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_161</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_170</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_171</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_187</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_213</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_224</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_230</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_250</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_267</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_281</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_285</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_293</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_370</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_602</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_636</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_647</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_702</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2001</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2003</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2004</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2005</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2006</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2007</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2008</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2009</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2010</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2011</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2015</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2018</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2020</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2021</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2025</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2026</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2027</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2031</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2034</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2038</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2039</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2044</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2048</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2049</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2050</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2055</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2056</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2057</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2059</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2061</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2064</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2065</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2068</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2088</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2093</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2106</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2107</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2108</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2111</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2113</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2118</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2122</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2129</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2143</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2144</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2147</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2148</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2152</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2153</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2188</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2190</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2232</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2336</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2446</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2470</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2472</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2507</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2522</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2548</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4035</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4046</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4125</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4126</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4242</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4246</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4249</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4251</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4305</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4306</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4307</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4313</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4322</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4323</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4324</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4325</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4326</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4328</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4333</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4334</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4335</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4336</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4338</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4393</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4700</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">85.00</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">83.00</subfield><subfield code="q">ASE</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">60</subfield><subfield code="j">2020</subfield><subfield code="e">6</subfield><subfield code="b">24</subfield><subfield code="c">09</subfield><subfield code="h">3043-3068</subfield></datafield></record></collection>
|
score |
7.398116 |