[Limdep Nlogit List] SFA models estimated by Limdep 9

Pavlos C. Symeou p.symeou at jbs.cam.ac.uk
Fri Oct 12 03:34:25 EST 2007


Dear Limdep-listers,

I need your advice with regard to the Stochastic Frontier models that 
Limdep 9 can estimate before I proceed with the purchase of the 
Software. What I wish Limdep 9 can do is the estimation of models based 
on the Battese and Coelli (1995) and Cuesta and Orea (2002) models; that 
is, panel data estimation with the efficiency estimates regressed on Z 
exogenous variables (the first paper's model). Moreover, I need to be 
able to estimate this model with a parameterisation of the inefficiency 
term that allows the efficiency estimates' rank to vary across time and 
firms, something that the Battese and Coelli (1995) does not allow. This 
paratemerisation was suggested much later by Cuesta and Orea (2002) even 
they did not include any Z exogenous variables.

Thank you in advance.



More information about the Limdep mailing list