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William Greene Stern School of Business New York University. Stochastic Frontier Models. 0 Introduction 1 Efficiency Measurement 2 Frontier Functions 3 Stochastic Frontiers 4 Production and Cost 5 Heterogeneity 6 Model Extensions 7 Panel Data 8 Applications.

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william greene stern school of business new york university
William Greene

Stern School of Business

New York University

Stochastic Frontier Models

0 Introduction

1 Efficiency Measurement

2 Frontier Functions

3 Stochastic Frontiers

4 Production and Cost

5 Heterogeneity

6 Model Extensions

7 Panel Data

8 Applications

stochastic frontier modeling and efficiency estimation
Stochastic Frontier Modeling and Efficiency Estimation
  • Theoretical Foundations
  • Econometric Methodology
  • Model Building, Econometric Methods
  • Applications
slide3

0 Introduction

1 Efficiency Measurement: Some history thought. Intellectual foundations

2 Frontier Functions: The frontier idea. Regressions with negative residuals

3Stochastic Frontiers: Finding inefficiency. A formal model. Testing for inefficiency.

Estimating technical (in)efficiency. Semiparametric modeling. Nonparametric model.

Data Envelopment Analysis

4Production and Cost: Production and cost duality. Cost functions.

Allocative inefficiency. The Greene problem.

5Heterogeneity: Environmental factors. Partials. Two step estimation. Latent classes.

Heteroscedasticity and scaling. Sample selection.

6Model Extensions: Functional forms and distributions. Discrete outcomes.

Bayesian analysis.

7Panel Data. Fixed and random effects. True FE and RE models.

Modeling heterogeneity. Distance function. TFP growth and DEA

8Applications: Summary and closing remarks.