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A finite sample improvement of the fixed effects estimator applied to technical inefficiency
Dalarna University, School of Technology and Business Studies, Statistics.ORCID iD: 0000-0003-4378-9593
2015 (English)In: Journal of Productivity Analysis, ISSN 0895-562X, E-ISSN 1573-0441, Vol. 43, no 1, p. 29-46Article in journal (Refereed) Published
Abstract [en]

The fixed effects (‘FE’) estimator of technical inefficiency performs poorly when N (the ’number of firms’) is large and T (the ‘number of time observations’) is small. We propose kernel estimators, which includes the FE estimator as a special case. In terms of criteria based on collective conditional ‘mean square error’, it is demonstrated that some kernel estimators are more efficient than the FE estimators of firm effects and inefficiencies in finite sample settings. Monte Carlo simulations support our theoretical findings, and we use an empirical example to show how FE estimation and kernel estimation lead to very different conclusions about technical inefficiency among Indonesian rice farmers.

Place, publisher, year, edition, pages
2015. Vol. 43, no 1, p. 29-46
Keywords [en]
Econometrics, Technical output inefficiency, Panel data
National Category
Economics
Research subject
Komplexa system - mikrodataanalys, General Microdata Analysis - methods
Identifiers
URN: urn:nbn:se:du-16684DOI: 10.1007/s11123-014-0424-9OAI: oai:DiVA.org:du-16684DiVA, id: diva2:780470
Available from: 2015-01-14 Created: 2015-01-14 Last updated: 2017-12-05Bibliographically approved

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Wikström, Daniel

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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • chicago-author-date
  • chicago-note-bibliography
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf