This paper measures the impact of the number of Halton draws in excess of ⌈√𝑛⌉ on technical efficiency in the generalized true random effects (four-component) stochastic frontier model estimated by simulated maximum likelihood. A substantial set of Monte Carlo simulations demonstrates...

We consider a linear panel data model with nonseparable two-way unobserved heterogeneity corresponding to a linear version of the model studied in Bonhomme et al. (2022). We show that inference is possible in this setting using a straightforward two-step estimation procedure inspired by existing...