报告题目：Testing impacts on inefficiency in a semiparametric stochastic frontier model

报告时间：2021年10月19日，星期二，下午3:00-5:00

会议 ID：163 580 048

报告简介：

This paper is concerned with significance testing of the effects of exogenous determinants on the one-sided deviation term of a semiparametric stochastic frontier model. Two nonparametric significance tests for all or a subset of the determinants of inefficiency are proposed. The proposed tests are based on conditional moment restrictions and stochastic processes, with critical values simulated by means of a multiplier bootstrap procedure. Our testing methodology addresses the omitted variable bias that arises naturally in stochastic frontier models when accommodating the exogenous determinants of inefficiency, and accounts for the estimation effects that appear from using the estimated composite error when constructing the test statistics. We investigate the theoretical properties of the proposed tests and the resampling approximations. The proposed tests are illustrated through simulation experiments and two empirical examples in which the hypotheses of no impacts on inefficiency need to be tested.

报告人简介：

宋晓军，男，北京大学光华管理学院商务统计与经济计量系副教授，博士生导师，西班牙马德里卡洛斯三世大学经济学博士。主要研究兴趣是理论计量经济学，包括非参数/半参数方法，假设检验和自助法，以及计量经济学的应用等。论文发表在Journal of Econometrics，Econometric Theory和Journal of Business & Economic Statistics等国际期刊。主持和参加自然科学基金面上项目和国家重点专项等。目前担任Economic Modelling副主编。

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会议时间：2021/10/19 15:00-18:00 (GMT+08:00) 中国标准时间 - 北京

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