A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers

摘要: By blending seminal literature on non-spatial stochastic frontier models with key contributions to spatial econometrics we develop a autoregressive (SAR) for panel data. The specification of the SAR allows efficiency vary over time and across cross-sections. Efficiency is calculated from composed error structure by assuming half-normal distribution inefficiency. estimated using maximum likelihood methods taking into account endogenous variable. application estimator an aggregate production European countries highlights, among other things, asymmetry between spillovers country.