A method of moments estimator for a stochastic frontier model with errors in variables

淡江大學機構典藏 > 商管學院 > 經濟學系暨研究所 > 期刊論文 > Item 987654321/24777

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題名:	A method of moments estimator for a stochastic frontier model with errors in variables
作者:	Chen, Yi-yi;Wang, Hung-jen
貢獻者:	淡江大學經濟學系
關鍵詞:	Stochastic frontier model;Measurement error;Moment condition
日期:	2004-11
上傳時間:	2009-11-30 18:36:39 (UTC+8)
出版者:	Amsterdam: Elsevier BV
摘要:	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.
關聯:	Economics letters 85(2), pp.221-228
DOI:	10.1016/j.econlet.2004.04.009
顯示於類別:	[經濟學系暨研究所] 期刊論文

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