Date of Award
Doctor of Philosophy (PhD)
William W. Horrace
Deconvolution, Kernel Estimation, Panel Data Model, Productivity, Sieve Estimation, Stochastic Frontier Model
Social and Behavioral Sciences
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.
Cai, Jun, "NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF STOCHASTIC FRONTIER MODELS" (2020). Dissertations - ALL. 1196.