In this paper we consider a fixed-effects stochastic frontier model. That is, we have panel data, fixed individual (firm) effects, and the usual stochastic frontier analysis (SFA) composed error.

We study the construction of confidence intervals for efficiency levels of individual firms in stochastic frontier models with panel data. The focus is on bootstrapping and related methods. We start with a survey of various versions of the bootstrap. We also propose a simple parametric...