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Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors

Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432

Persistent link: https://www.econbiz.de/10012515607

Income and democracy : a semiparametric approach

Zhao, Shunan; Sun, Yiguo; Kumbhakar, Subal - In: Econometric reviews 41 (2022) 9, pp. 1113-1140

Persistent link: https://www.econbiz.de/10013364946

When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models

Badunkenko, Oleg; Kumbhakar, Subal - In: European journal of operational research : EJOR 255 (2016) 1, pp. 272-287

Persistent link: https://www.econbiz.de/10011530868

Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects

Malikov, Emir; Kumbhakar, Subal; Sun, Yiguo - In: Journal of econometrics 190 (2016) 2, pp. 233-251

Persistent link: https://www.econbiz.de/10011592260

A generalized panel data switching regression model

Malikov, Emir; Kumbhakar, Subal - In: Economics letters 124 (2014) 3, pp. 353-357

Persistent link: https://www.econbiz.de/10010495214

Estimation of profit functions when profit is not maximum

Kumbhakar, Subal - In: American journal of agricultural economics 83 (2001) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10001633185

Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators

Cave, Joshua; Chaudhuri, Kausik; Kumbhakar, Subal - In: European journal of operational research : EJOR 307 (2023) 1, pp. 447-467

Persistent link: https://www.econbiz.de/10014293030

Semiparametric smooth coefficient stochastic frontier model with panel data

Yao, Feng; Zhang, Fan; Kumbhakar, Subal - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 556-572

Persistent link: https://www.econbiz.de/10012178196

Recent advances in the panel stochastic frontier models : heterogeneity, endogeneity and dependence

Kumbhakar, Subal; Lai, Hung-Pin - In: International journal of empirical economics 1 (2022) 1, pp. 1-38

This paper primarily reviews the panel stochastic frontier (SF) model in which the composite error term εit has four components, i.e. εit=τi−ηi+vit−uit, where ηi and uit are the persistent and transient inefficiency components, τi is the random firm effect and vit is the random noise....

Persistent link: https://www.econbiz.de/10014331040

Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model : a semiparametric approach

Yao, Feng; Wang, Taining; Tian, Jinjing; Kumbhakar, Subal - In: Economics letters 166 (2018), pp. 25-30

Persistent link: https://www.econbiz.de/10012011913