We develop a general approach to estimation and inference for income distributions using grouped or aggregate data that are typically available in the form of population shares and class mean incomes, with unknown group bounds. We derive generic moment conditions and an optimal weight matrix...

We consider a semiparametric panel stochastic frontier model where one-sided firm effects representing inefficiencies are correlated with the regressors. A form of the Chamberlain-Mundlak device is used to relate the logarithm of the effects to the regressors resulting in a lognormal...