Smooth coefficient estimation of stochastic frontier models

Daniel Lopez Gomez, Christopher F. Parmeter

Research output: Contribution to journalArticlepeer-review


This paper proposes two alternative estimators for the semiparametric smooth coefficient stochastic frontier model which do not require parametric specification of the parameters of the distribution of inefficiency to identify all of the model primitives. These new estimators offer avenues for testing for correct specification. A small Monte Carlo simulation study reveals that the new methods perform similarly when correct specification is present and that the existing smooth coefficient estimator can perform poorly when it is incorrectly specified.

Original languageEnglish (US)
Article number109340
JournalEconomics Letters
StatePublished - Aug 2020


  • Bandwidth
  • Identification
  • Misspecification
  • Profile likelihood

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics


Dive into the research topics of 'Smooth coefficient estimation of stochastic frontier models'. Together they form a unique fingerprint.

Cite this