上 海 大 学 经 济 学 院
学术论坛第174期,总第370期
主讲题目：A Fixed Effect Additive Stochastic Frontier Model with Interactions and Distribution Free Inefficiency
主讲人：王钛宁博士，首都经贸大学，计量经济学讲师
时间：2019年10月9日10：00-11：30
主办：上海大学经济学院
报告简介：We propose a semiparametric additive stochastic frontier model for panel data, where inputs and environment variables can enter the frontier individually and interactively through unknown smooth functions. The inefficiency has its mean function known up to certain parameters, and influenced by its determinants that may or may not appear on the frontier. We disentangle time invariant unobserved heterogeneities from inefficiency, which can be helpful to avoid overestimating the inefficiency level. Our model can be identified without the distribution assumption on the composite error, and consistently estimated without suffering from the curse of dimensionality and incidental parameter problems. Thus, our model can include a large number of interested variables as frontier or inefficiency determinants, a feature that can be potentially attractive to empirical studies. We illustrate the appealing finite-sample performance of the proposed estimator and two related hypotheses tests through the Monte Carlo study, and perform an application of world production frontier model with 116 countries during 2001-2013.
报告人简介：王钛宁，首都经贸大学国际经管学院计量经济学讲师。2019年获得美国西弗吉尼亚大学经济学博士学位。王钛宁的研究侧重于非参以及半非参数回归模型的估计和推断，非参数假设检验，以及非参或半非参回归模型在随机边界领域的应用。他的论文发表在了诸如Empirical Economics, Economics Letters等国际期刊上。