This paper proposes an alternative estimation procedure for estimating the unobserved effects panel stochastic frontier models with endogenous regressors. Specifically, two-stage estimation method is used, where in the first stage, the frontier parameters are estimated based on GMM procedure,...

This paper develops a non-linear stochastic frontier (SF) model. The main advantage of this model over standard SF models is that the model does not need an assumption for the distributional form of the inefficiency component. Another advantage of the developed model is that it can be used to...

Stochastic frontier models all need an assumption on the distributional form of the efficiency component. Generally this efficiency component is assumed to be half normally, truncated normally, or exponentially distributed. This paper shows that the exponential distribution is, just like the...