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A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
journal contribution
posted on 2015-06-01, 09:34 authored by Anthony Glass, Karligash GlassKarligash Glass, Robin SicklesBy blending seminal literature on non-spatial stochastic frontier models with key contributions to spatial econometrics we develop a spatial autoregressive (SAR) stochastic frontier for panel data. The specification of the SAR frontier allows efficiency to vary over time and across the cross-sections. Efficiency is calculated from a composed error structure by assuming a half-normal distribution for inefficiency. The SAR frontier is estimated using maximum likelihood methods taking into account the endogenous SAR variable. The application of the estimator to an aggregate production frontier for European countries highlights, among other things, the asymmetry between efficiency spillovers to and from a country.
History
School
- Business and Economics
Department
- Economics
Published in
Journal of EconometricsVolume
190Issue
2Pages
289 - 300Citation
GLASS, A.J., KENJEGALIEVA, K. and SICKLES, R., 2016. A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers. Journal of Econometrics, 190(2), pp.289-300.Publisher
© ElsevierVersion
- AM (Accepted Manuscript)
Publisher statement
This work is made available according to the conditions of the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) licence. Full details of this licence are available at: https://creativecommons.org/licenses/by-nc-nd/4.0/Publication date
2015-06-24Copyright date
2015Notes
This paper was accepted for publication in the journal Journal of Econometrics and the definitive published version is available at http://dx.doi.org/10.1016/j.jeconom.2015.06.011ISSN
0304-4076Publisher version
Language
- en