Date of Award
December 2020
Degree Type
Dissertation
Degree Name
Doctor of Philosophy (PhD)
Department
Economics
Advisor(s)
William W. Horrace
Keywords
Deconvolution, Kernel Estimation, Panel Data Model, Productivity, Sieve Estimation, Stochastic Frontier Model
Subject Categories
Social and Behavioral Sciences
Abstract
This dissertation studies nonparametric identication and estimation of stochastic frontiermodels. It is composed of three chapters. The rst chapter investigates the identication and estimation of a cross sectional stochastic frontier model with Laplacian errors and unknown variance, which is built on a nonparametric density deconvolution strategy. Chapter two studies a zero-ineciency stochastic frontier model utilizing a penalized sieve estimator, which allows flexible function forms and arbitrary distributions of ineciency. The third chapter explores identication and estimation of a nonparametric panel stochastic frontier model based on Kotlarski's Lemma and moments derived from conditional characteristic functions.
Access
Open Access
Recommended Citation
Cai, Jun, "NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF STOCHASTIC FRONTIER MODELS" (2020). Dissertations - ALL. 1196.
https://surface.syr.edu/etd/1196
