Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency

Keyphrases

• Semi-parametric 100%
• Heteroscedastic 100%
• Random Noise 100%
• Dynamic Inefficiency 100%
• Convergence Rate 50%
• Monte Carlo Simulation 50%
• Estimation Method 50%
• Stochastic Frontier Model 50%
• Misspecification 50%
• Non-separable 50%
• Unobserved Heterogeneity 50%
• Distributional Hypothesis 50%
• Nonparametric Estimation 50%
• Three-period 50%
• Moment Conditions 50%
• Inefficiency Distribution 50%
• Conditional Variance 50%
• Variance Parameter 50%
• Conditional Characteristic Function 50%
• Productivity Components 50%
• Conditional Symmetry 50%
• Heteroscedastic Variance 50%
• Kotlarski 50%

Economics, Econometrics and Finance

• Scientific Modelling 100%
• Stochastic Frontier Modeling 100%
• Monte Carlo Simulation 100%