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...

This paper is concerned with significance testing of the effects of exogenous determinants upon the one-sided deviation term of a semiparametric stochastic frontier model. Two nonparametric significance tests for all or a subset of the determinants of inefficiency are proposed. The proposed...