{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,23]],"date-time":"2026-09-23T21:18:31Z","timestamp":1790198311290,"version":"4.1.0"},"reference-count":55,"publisher":"Wiley","issue":"4","license":[{"start":{"date-parts":[[2024,3,1]],"date-time":"2024-03-01T00:00:00Z","timestamp":1709251200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2024,6]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>We propose a flexible stochastic production frontier model with fixed effects for the panel data in which the semiparametric frontier is additive with bivariate interactions. To avoid potential misspecification and\/or \u201cwrong skew problem\u201d due to distributional assumptions, we model the conditional mean of the inefficiency to depend on environmental variables and to be known up to a vector of parameters. We propose a difference\u2010based estimator for parameters characterizing the conditional mean of the inefficiency term, a profile series estimator, and a kernel\u2010based one\u2010step backfitting estimator for the frontier to facilitate inference. We establish their asymptotic properties and show that each component in the frontier estimated by the kernel\u2010based backfitting has the same asymptotic distribution as the one estimated with the true knowledge on the other components in the frontier (i.e., the oracle property). Through a Monte Carlo study, we demonstrate that the proposed estimators perform well in finite samples. Utilizing a panel of Chinese firm\u2010level data in 2000\u20132006, we apply our method to estimate the frontier and efficiency scores and conclude that export plays a significant role in reducing the efficiency of firms.<\/jats:p>","DOI":"10.1002\/jae.3033","type":"journal-article","created":{"date-parts":[[2024,3,2]],"date-time":"2024-03-02T05:32:27Z","timestamp":1709357547000},"page":"564-588","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":6,"title":["A flexible stochastic production frontier model with panel data"],"prefix":"10.1002","volume":"39","author":[{"given":"Taining","family":"Wang","sequence":"first","affiliation":[{"name":"International School of Economics and Management Capital University of Economics and Business  Beijing China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Feng","family":"Yao","sequence":"additional","affiliation":[{"name":"Department of Economics West Virginia University  Morgantown West Virginia USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Subal C.","family":"Kumbhakar","sequence":"additional","affiliation":[{"name":"Department of Economics Binghamton University  Binghamton New York USA"},{"name":"Department of Economics Faculty of Economics and Management Czech University of Life Sciences Prague  Prague Czech Republic"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2024,3]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(77)90052-5"},{"key":"e_1_2_9_3_1","volume-title":"Advanced econometrics","author":"Amemiya T.","year":"1985"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600005478"},{"key":"e_1_2_9_5_1","first-page":"103","article-title":"Series estimation of partially linear panel data models with fixed effects","volume":"3","author":"Baltagi B. H.","year":"2002","journal-title":"Annals of Economics and Finance"},{"key":"e_1_2_9_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(88)90053-X"},{"key":"e_1_2_9_7_1","doi-asserted-by":"publisher","DOI":"10.2307\/2534772"},{"key":"e_1_2_9_8_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4684-0489-0"},{"key":"e_1_2_9_9_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2013.775093"},{"key":"e_1_2_9_10_1","doi-asserted-by":"publisher","DOI":"10.1162\/003355398555784"},{"key":"e_1_2_9_11_1","doi-asserted-by":"publisher","DOI":"10.1007\/BF01076978"},{"key":"e_1_2_9_12_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(90)90054-W"},{"key":"e_1_2_9_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jdeveco.2016.03.007"},{"key":"e_1_2_9_14_1","doi-asserted-by":"publisher","DOI":"10.1257\/mic.5.3.1"},{"key":"e_1_2_9_15_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0022-1996(01)00154-4"},{"key":"e_1_2_9_16_1","doi-asserted-by":"publisher","DOI":"10.2307\/1392254"},{"key":"e_1_2_9_17_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2013.06.005"},{"key":"e_1_2_9_18_1","doi-asserted-by":"publisher","DOI":"10.1080\/00036840500049041"},{"key":"e_1_2_9_19_1","doi-asserted-by":"publisher","DOI":"10.1093\/oso\/9780195072181.003.0002"},{"key":"e_1_2_9_20_1","unstructured":"Hajargasht G.(2005).Non\u2010 and semiparametric estimation of stochastic frontiers: A penalized spline approach. (PhD Dissertation)."},{"key":"e_1_2_9_21_1","doi-asserted-by":"publisher","DOI":"10.1214\/009053604000000814"},{"key":"e_1_2_9_22_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11123-010-0193-z"},{"key":"e_1_2_9_23_1","volume-title":"Statistical tools for nonlinear regression: A practical guide with S\u2010PLUS and R examples","author":"Huet S.","year":"2004"},{"key":"e_1_2_9_24_1","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139174411"},{"key":"e_1_2_9_25_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2006.03.006"},{"key":"e_1_2_9_26_1","first-page":"1","article-title":"Stochastic frontier analysis: Foundations and advances I\u2010II","volume":"2020","author":"Kumbhakar S. C.","year":"2020","journal-title":"Handbook of Production Economics"},{"key":"e_1_2_9_27_1","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139342070"},{"key":"e_1_2_9_28_1","doi-asserted-by":"publisher","DOI":"10.1093\/oso\/9780195072181.003.0008"},{"key":"e_1_2_9_29_1","first-page":"958","article-title":"Asymptotic optimality for \ncp,CL$$ {c}_p,{C}_L $$, cross\u2010validation and generalized cross\u2010validation: Discrete index set","volume":"1987","author":"Li K. C.","year":"1987","journal-title":"The Annals of Statistics"},{"key":"e_1_2_9_30_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-2354.00096"},{"key":"e_1_2_9_31_1","volume-title":"Nonparametric econometrics: Theory and practice","author":"Li Q.","year":"2007"},{"key":"e_1_2_9_32_1","volume-title":"Optimization by vector space methods","author":"Luenberger D.","year":"1969"},{"key":"e_1_2_9_33_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2757"},{"key":"e_1_2_9_34_1","doi-asserted-by":"publisher","DOI":"10.1080\/07474938.2013.806729"},{"key":"e_1_2_9_35_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466616000517"},{"key":"e_1_2_9_36_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2382"},{"key":"e_1_2_9_37_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2017.09.015"},{"key":"e_1_2_9_38_1","doi-asserted-by":"publisher","DOI":"10.2307\/2525757"},{"key":"e_1_2_9_39_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)00011-0"},{"key":"e_1_2_9_40_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2014.917590"},{"key":"e_1_2_9_41_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11123-014-0394-y"},{"key":"e_1_2_9_42_1","doi-asserted-by":"publisher","DOI":"10.1561\/0800000023"},{"key":"e_1_2_9_43_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11123-016-0479-x"},{"key":"e_1_2_9_44_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2011.09.030"},{"key":"e_1_2_9_45_1","doi-asserted-by":"publisher","DOI":"10.2307\/1391278"},{"key":"e_1_2_9_46_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176348889"},{"key":"e_1_2_9_47_1","volume-title":"The measurement of productive efficiency","author":"Simar L.","year":"2008"},{"key":"e_1_2_9_48_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466602182016"},{"key":"e_1_2_9_49_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econlet.2006.01.019"},{"key":"e_1_2_9_50_1","doi-asserted-by":"publisher","DOI":"10.1108\/S0731-9053(2009)0000025006"},{"key":"e_1_2_9_51_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2009.12.006"},{"key":"e_1_2_9_52_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00181-020-01889-1"},{"key":"e_1_2_9_53_1","doi-asserted-by":"publisher","DOI":"10.1214\/009053607000000488"},{"key":"e_1_2_9_54_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jkss.2013.11.002"},{"key":"e_1_2_9_55_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466620000407"},{"key":"e_1_2_9_56_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2017.1390467"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.3033","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,13]],"date-time":"2024-06-13T04:04:52Z","timestamp":1718251492000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.3033"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,3]]},"references-count":55,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2024,6]]}},"alternative-id":["10.1002\/jae.3033"],"URL":"https:\/\/doi.org\/10.1002\/jae.3033","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,3]]},"assertion":[{"value":"2022-04-25","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-07-23","order":1,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-03-01","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}