A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers

被引:119
作者
Glass, Anthony J. [1 ]
Kenjegalieva, Karligash [1 ]
Sickles, Robin C. [1 ,2 ]
机构
[1] Univ Loughborough, Sch Business & Econ, Loughborough LE11 3TU, Leics, England
[2] Rice Univ, Dept Econ, Houston, TX USA
关键词
Spatial autoregressive dependence; Stochastic frontier analysis (SFA); Asymmetric directional efficiency spillovers; Aggregate production; European countries; PRODUCTIVITY SPILLOVERS; GROWTH; EXTERNALITIES; HETEROGENEITY; CONVERGENCE;
D O I
10.1016/j.jeconom.2015.06.011
中图分类号
F [经济];
学科分类号
02 ;
摘要
By blending seminal literature on non-spatial stochastic frontier models with key contributions to spatial econometrics we develop a spatial autoregressive (SAR) stochastic frontier for panel data. The specification of the SAR frontier allows efficiency to vary over time and across the cross-sections. Efficiency is calculated from a composed error structure by assuming a half-normal distribution for inefficiency. The SAR frontier is estimated using maximum likelihood methods taking into account the endogenous SAR variable. The application of the estimator to an aggregate production frontier for European countries highlights, among other things, the asymmetry between efficiency spillovers to and from a country. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:289 / 300
页数:12
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