ENDOGENEITY IN STOCHASTIC PRODUCTION FRONTIER WITH ONE AND TWO-STEP MODELS: AN APPLICATION WITH MUNICIPAL DATA FROM THE BRAZILIAN AGRICULTURAL CENSUS
نویسندگان
چکیده
Stochastic production frontier models are widely used in microeconometrics and, the last decades, have been proven to be versatile their range of applications. However, there few studies concerning endogeneity stochastic models. Here we present two with endogenous variables based on main distributions for technical inefficiency. We also derive analytic gradient vectors obtain best performance at a reasonable computational time cost. The methodology presented here is one and two-step maximum likelihood estimation, allows heteroscedasticity relation or both error terms, implemented R language. Finally, illustrate an application municipal data from Brazilian agricultural census. results show that capital dominates function, credit access assistance endogenous, income concentration seems impede productive inclusion through more intensive use technology.
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ژورنال
عنوان ژورنال: Pesquisa Operacional
سال: 2022
ISSN: ['1678-5142', '0101-7438']
DOI: https://doi.org/10.1590/0101-7438.2022.042.00243504