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上 海 大 學 經 濟 學 院
學術論壇第174期,總第370期
主講題目：A Fixed Effect Additive Stochastic Frontier Model with Interactions and Distribution Free Inefficiency
主講人🦹🏿：王鈦寧博士👾，首都經貿大學📢，計量經濟學講師
時間：2019年10月9日10：00-11：30
地點：校本部東區意昂3平台520會議室
主辦：意昂3
報告簡介🧏🏽♀️：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.
報告人簡介🎩：王鈦寧，首都經貿大學國際經管意昂3計量經濟學講師🦎。2019年獲得美國西弗吉尼亞大學經濟學博士學位。王鈦寧的研究側重於非參以及半非參數回歸模型的估計和推斷😒，非參數假設檢驗🤙🏻，以及非參或半非參回歸模型在隨機邊界領域的應用✂️。他的論文發表在了諸如Empirical Economics, Economics Letters等國際期刊上🧗🏿。
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