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	Provedor de dados AgEcon (1) Autor Larue, Bruno (1) Tran, Kien C. (1) Yelou, Clement (1) Palavra-chave Bootstrap (1) C12 (1) C13 (1) C23 (1) C52 (1) Dairy production (1) Research Methods/ Statistical Methods (1) Stochastic frontier models (1) Technical efficiency (1) Threshold regression (1) Mais... Tipo do documento Conference Paper or Presentation (1) Ano 2007 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models AgEcon Yelou, Clement; Larue, Bruno; Tran, Kien C.. One of the most enduring problems in cross-section or panel data models is heterogeneity among individual observations. Different approaches have been proposed to deal with this issue, but threshold regression models offer intuitively appealing econometric methods to account for heterogeneity. We propose three different estimators that can accommodate multiple thresholds. The first two, allowing respectively for fixed and random effects, assume that the firms’ specific inefficiency scores are time-invariant while the third one allows for time-varying inefficiency scores. We rely on a likelihood ratio test with m − 1 regimes under the null against m regimes. Testing for threshold effects is problematic because of the presence of a nuisance parameter which... Tipo: Conference Paper or Presentation Palavras-chave: Stochastic frontier models; Threshold regression; Technical efficiency; Bootstrap; Dairy production; C12; C13; C23; C52; Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/9769 Registros recuperados: 1 Primeira ... 1 ... Última

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