Estimation of stochastic frontier models with fixed effects through Monte Carlo maximum likelihood

Keyphrases

• Fixed Effects 100%
• Stochastic Frontier Model 100%
• Monte Carlo Maximum Likelihood 100%
• Incidental Parameter Problem 100%
• High Efficiency 50%
• Poor Performance 50%
• Manufacturing Industry 50%
• Explanatory Variables 50%
• Likelihood Function 50%
• Random Effects 50%
• Efficiency Score 50%
• Group-specific 50%
• Random Effects Estimation 50%
• Correlated Random Effects 50%
• Monte Carlo Experiment 50%
• Constant Term 50%
• Nonlinear Fixed Effects Model 50%
• Cross-country Panel 50%
• Sample Properties 50%

Mathematics

• Stochastics 100%
• Monte Carlo 100%
• Maximum Likelihood 100%
• Random Effect 100%
• Explanatory Variable 50%
• Likelihood Function 50%
• Constant Term 50%
• Sampling Property 50%

Economics, Econometrics and Finance

• Fixed Effects 100%
• Stochastic Frontier Modeling 100%
• Industry 50%
• Manufacturing Industry 50%