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Stochastic Frontier Models
0 Introduction 1 Efficiency Measurement 2 Frontier Functions 3 Stochastic Frontiers 4 Production and Cost 5 Heterogeneity 6 Model Extensions 7 Panel Data 8 Applications William Greene Stern School of Business New York University
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Stochastic Frontier Modeling and Efficiency Estimation
Theoretical Foundations Econometric Methodology Model Building, Econometric Methods Applications
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0 Introduction 1 Efficiency Measurement: Some history thought. Intellectual foundations 2 Frontier Functions: The frontier idea. Regressions with negative residuals 3 Stochastic Frontiers: Finding inefficiency. A formal model. Testing for inefficiency. Estimating technical (in)efficiency. Semiparametric modeling. Nonparametric model. Data Envelopment Analysis 4 Production and Cost: Production and cost duality. Cost functions. Allocative inefficiency. The Greene problem. 5 Heterogeneity: Environmental factors. Partials. Two step estimation. Latent classes. Heteroscedasticity and scaling. Sample selection. 6 Model Extensions: Functional forms and distributions. Discrete outcomes. Bayesian analysis. 7 Panel Data. Fixed and random effects. True FE and RE models. Modeling heterogeneity. Distance function. TFP growth and DEA 8 Applications: Summary and closing remarks.
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