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XTSFKK: Stata module to estimate endogenous panel stochastic frontier models in the style of Karakaplan and Kutlu

Author

Listed:
  • Mustafa Ugur Karakaplan

    (Stanford University)

Programming Language

Stata

Abstract

xtsfkk fits endogenous panel stochastic production or cost frontier models following the methodology provided by Karakaplan and Kutlu (2017). xtsfkk provides estimators for the parameters of a linear model with a disturbance that is assumed to be a mixture of two components: a measure of inefficiency which is strictly nonnegative and a two-sided error term from a symmetric distribution. xtsfkk can handle endogenous variables in the frontier and/or the inefficiency, and the xtsfkk estimates outperform the standard xtfrontier estimates that ignore endogeneity. See Karakaplan and Kutlu (2017) for a detailed explanation of their methodology and empirical analyses.

Suggested Citation

  • Mustafa Ugur Karakaplan, 2018. "XTSFKK: Stata module to estimate endogenous panel stochastic frontier models in the style of Karakaplan and Kutlu," Statistical Software Components S458445, Boston College Department of Economics, revised 07 May 2022.
    • Handle: RePEc:boc:bocode:s458445
    Note: This module should be installed from within Stata by typing "ssc install xtsfkk". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtsfkk.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtsfkk.sthlp
    File Function: help file
    Download Restriction: no
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    Cited by:

    1. Zárate Marco, Anabel & Vallés Giménez, Jaime, 2019. "Regional tax effort in Spain," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-32.

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