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...

Revised from November 2006 and July 2007. We consider fixed-effect estimation of a production function where inputs and outputs vary over time, space, and cross-sectional unit. Variability in the spatial dimension allows for time-varying individual effects, without parametric assumptions on the...

In this paper we consider a fixed-effects stochastic frontier model. That is, we have panel data, fixed individual (firm) effects, and the usual stochastic frontier analysis (SFA) composed error.

This paper proposes a flexible time-varying stochastic frontier model. Similarly to Lee and Schmidt [1993, In: Fried H, Lovell CAK, Schmidt S (eds) The measurement of productive efficiency: techniques and applications. Oxford University Press, Oxford], we assume that individual firms’...