The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The estimation procedure takes advantage of additivity in the model, computational advantages over maximum likelihood estimation of parameters is exhibited. The spatial-temporal component can improve estimates of technical efficiency in a production frontier that is usually biased downwards. We present a test to veri-fy model assumptions that facilitates estimation of parameters.
翻译:以外向值变量解释的具有不同技术效率的随机前沿模型,通过空间时空部分而得到补充,即对小组在小组数据中独立假设的概括化,使小组在小组数据中的假设放松。估计程序利用模型的附加性,展示了相对于最大可能估计参数的计算优势。空间时空部分可以提高通常向下偏向的生产边框的技术效率估计。我们对有利于估计参数的虚拟模型假设进行了测试。