We consider stochastic frontier models in a panel data setting where there is dependence over time. Current methods of modeling time dependence in this setting are either unduly restrictive or computationally infeasible. Some impose restrictive assumptions on the nature of dependence such as the...

We consider questions of efficiency and redundancy in the GMM estimation problem in which we have two sets of moment conditions, where two sets of parameters enter into one set of moment conditions, while only one set of parameters enters into the other. We then apply these results to a...

We consider questions of efficiency and redundancy in the GMM estimation problem in which we have two sets of moment conditions, where two sets of parameters enter into one set of moment conditions, while only one set of parameters enters into the other. We then apply these results to a...

We consider stochastic frontier models in a panel data setting where there is dependence over time. Current methods of modelling time dependence in this setting are either unduly restrictive or computationally infeasible. Some impose restrictive assumptions on the nature of dependence such as...