We consider the semiparametric regression Xtβ + φ (Z) where β and φ(.) are unknown slope coefficient vector and function, and where the variables (X, Z) are endogeneous. We propose necessary and sufficient conditions for the identification of the parameters in the presence of instrumental...

The Malmquist Productivity Index (MPI) suggests a convenient way of measuring the productivity change of a given unit between two consequent time periods. Until now, only static approach for analyzing the MPI was available in the literature. However, this approach hides a potentially valuable...