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政大機構典藏 > 社會科學學院 > 經濟學系 > 期刊論文 > Item 140.119/159850

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/159850

Title:	Testing the impacts on inefficiency in a semiparametric stochastic frontier model
Authors:	廖仁哲 Liao, Jen-Che;Song, Xiaojun;Wang, Hung-Jen
Contributors:	經濟系
Keywords:	Inefficiency effects;multiplier bootstrap;semiparametric partially linear models;significance tests;stochastic frontier analysis
Date:	2025-09
Issue Date:	2025-10-09 11:40:22 (UTC+8)
Abstract:	This article is concerned with the significance testing of the effects of exogenous determinants upon the one-sided deviation term of a semiparametric stochastic frontier model. Two significance tests for all or a subset of the determinants of inefficiency are proposed. The tests are based on conditional moment restrictions and stochastic processes, with critical values simulated using the computationally fast multiplier bootstrap procedures. Our testing methodology addresses the omitted variable bias that arises naturally in stochastic frontier models when accommodating the determinants of inefficiency and accounts for the estimation effects that appear when using the estimated composite error in constructing the test statistics. We investigate the theoretical properties of the proposed tests and justify the validity of the multiplier bootstrap procedures. The tests are finally illustrated through simulation experiments and two empirical examples. In particular, the analysis from Taiwanese manufacturing supports the financing constraint hypothesis through the significant effect of cash flow, while the analysis from Indian rice production highlights the importance of schooling and farming experience in reducing farm inefficiency.
Relation:	Econometric Reviews, pp.1-27
Data Type:	article
DOI 連結:	https://doi.org/10.1080/07474938.2025.2560639
DOI:	10.1080/07474938.2025.2560639
Appears in Collections:	[經濟學系] 期刊論文

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