In this paper, we study maximum likelihood estimation and Lagrange multiplier testing of a one-way error components regression model suitable for incomplete panel and including parametrically specified variance functions for both individual-specific and general error disturbances.

This paper develops a consistent bootstrap estimation procedure for obtaining confidence intervals for Malmquist indices of productivity and their decompositions. Although the exposition is in terms of input-oriented indices, the techniques can be trivially extended to the output orientation....