Endogeneity corrected stochastic production frontier and technical efficiency

A major econometric issue in estimating production parameters and technical efficiency is the possibility that some forces influencing production are only observed by the firm and not by the econometrician. Not only can this misspecification lead to a biased inference on the output elasticity of...

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Detalles Bibliográficos
Autores principales: Shee, Apurba, Stefanou, E.S.
Formato: Journal Article
Lenguaje:Inglés
Publicado: Wiley 2015
Acceso en línea:https://hdl.handle.net/10568/51349
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author Shee, Apurba
Stefanou, E.S.
author_browse Shee, Apurba
Stefanou, E.S.
author_facet Shee, Apurba
Stefanou, E.S.
author_sort Shee, Apurba
collection Repository of Agricultural Research Outputs (CGSpace)
description A major econometric issue in estimating production parameters and technical efficiency is the possibility that some forces influencing production are only observed by the firm and not by the econometrician. Not only can this misspecification lead to a biased inference on the output elasticity of inputs, but it also provides a faulty measure of technical efficiency. We extend the Levinsohn and Petrin (2003) approach and provide an estimation algorithm to overcome the problem of endogenous input choice in stochastic production frontier estimation by generating consistent estimates of production parameters and technical efficiency. We apply the proposed method to a plant-level panel dataset from the Colombian food manufacturing sector for the period 1982–1998. This dataset provides the value of output and prices charged for each product, expenditures, and prices paid for each material used, energy consumption in kilowatt per hour and energy prices, number of workers and payroll, and book values of capital stock. Empirical results find that the traditional stochastic production frontier tends to underestimate the output elasticity of capital and firm-level technical efficiency. The evidence in this research suggests that addressing the endogeneity issue matters in stochastic production frontier analysis.
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spelling CGSpace513492025-11-13T10:39:18Z Endogeneity corrected stochastic production frontier and technical efficiency Shee, Apurba Stefanou, E.S. A major econometric issue in estimating production parameters and technical efficiency is the possibility that some forces influencing production are only observed by the firm and not by the econometrician. Not only can this misspecification lead to a biased inference on the output elasticity of inputs, but it also provides a faulty measure of technical efficiency. We extend the Levinsohn and Petrin (2003) approach and provide an estimation algorithm to overcome the problem of endogenous input choice in stochastic production frontier estimation by generating consistent estimates of production parameters and technical efficiency. We apply the proposed method to a plant-level panel dataset from the Colombian food manufacturing sector for the period 1982–1998. This dataset provides the value of output and prices charged for each product, expenditures, and prices paid for each material used, energy consumption in kilowatt per hour and energy prices, number of workers and payroll, and book values of capital stock. Empirical results find that the traditional stochastic production frontier tends to underestimate the output elasticity of capital and firm-level technical efficiency. The evidence in this research suggests that addressing the endogeneity issue matters in stochastic production frontier analysis. 2015-04 2014-11-03T11:24:03Z 2014-11-03T11:24:03Z Journal Article https://hdl.handle.net/10568/51349 en Limited Access Wiley Shee, A. and Stefanou, S. E. 2015 Endogeneity corrected stochastic production frontier and technical efficiency. American Journal of Agricultural Economics 97(3):939-952.
spellingShingle Shee, Apurba
Stefanou, E.S.
Endogeneity corrected stochastic production frontier and technical efficiency
title Endogeneity corrected stochastic production frontier and technical efficiency
title_full Endogeneity corrected stochastic production frontier and technical efficiency
title_fullStr Endogeneity corrected stochastic production frontier and technical efficiency
title_full_unstemmed Endogeneity corrected stochastic production frontier and technical efficiency
title_short Endogeneity corrected stochastic production frontier and technical efficiency
title_sort endogeneity corrected stochastic production frontier and technical efficiency
url https://hdl.handle.net/10568/51349
work_keys_str_mv AT sheeapurba endogeneitycorrectedstochasticproductionfrontierandtechnicalefficiency
AT stefanoues endogeneitycorrectedstochasticproductionfrontierandtechnicalefficiency