Chapter 1. Introduction -- Chapter 2. Robust Dynamic Space–time Panel Data Models Using εε-contamination: An Application to Crop Yields and Climate Change -- Chapter 3. Unbiased Estimation of the OLS Covariance Matrix When the Errors are Clustered -- Chapter 4. Refined GMM Estimators for...

We propose a method of moment estimator for a stochastic frontier model in which one of the independent variables is measured with errors. The estimator corrects for the measurement errors, and it requires only minimal assumption on the error distribution, has no need for additional data, and is...

We propose a flexible dynamic panel stochastic frontier model with a feasible estimation strategy. The model accommodates individual heterogeneity and allows for an ARMA (p, q) specification of the model's serial correlations. Distribution assumptions are also flexible. The dynamics are...