我看了两本原版书,几十篇专门讲SFA模型和估计方法的英文文献,和不计其数的应用SFA的文章。我特别推荐 Coelli, T., Rao, P. and Battase, E. (1998), An Introduction To Efficiency and Productivity Analysis,
1 Greene, W. (1990), “A Gamma Distributed Stochastic Frontier Model,” Journal of Econometrics, Vol. 46(1) , pp. 141-164.
2 Greene, W. (1993), “The Econometric Approach to Efficiency Analysis”, in Fried, O., Lovell, C. and Schmidt, S. (Eds.), The Measurement of Productive Efficiency: Techniques and Applications,
3 Greene, W. (2003), “Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function,” Journal of Productivity Analysis, Vol. 19 (2/3), pp.179- 190.
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雷达卡
兄弟们,算SFA还用Coelli 那个90年代的程序阿?楼主改用Stata吧,方便的多. 具体命令查阅frontier 和 xtfrontier,有什么不懂的我教你吧.
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