Estimation of long-run inefficiency levels: a dynamic frontier approach
针对现有随机前沿模型对效率短期动态的任意假设缺乏理论依据且不适用于长期效率估计的问题，提出了一种企业特定技术无效率水平具有自回归性质的替代前沿模型，并应用于美国航空公司面板数据。
Cornwell, Schmidt, and Sickles (1990) and Kumbhakar (1990), among others, developed stochasticfrontier production models which allow firm specific inefficiency levels to change over time. These studies assumed arbitrary restrictions on the short-run dynamics of efficiency levels which have little theoretical justification. Further, the models are inappropriate for estimation of long-run efficiencies. We consider estimation of an alternative frontier model in which firmspecific technical inefficiency levels are autoregressive. This model is particularly useful to examine a potential dynamic link between technical innovations and production inefficiency levels. We apply our methodology to a panel of US airlines.