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st: RE: Stochastic Production Frontier and Serial Correlation


From   "Rodrigo Alfaro A." <[email protected]>
To   <[email protected]>
Subject   st: RE: Stochastic Production Frontier and Serial Correlation
Date   Wed, 7 May 2008 13:08:10 -0400

Hi,

Try http://www.uq.edu.au/economics/cepa/, there are papers and softwares that could help you.

Rodrigo.
 

-----Mensaje original-----
De: [email protected] [mailto:[email protected]] En nombre de Altay Turk
Enviado el: Mi�rcoles, 07 de Mayo de 2008 12:53 p.m.
Para: [email protected]
Asunto: st: Stochastic Production Frontier and Serial Correlation

Greetings,

I am using stochastic frontier production function analysis to run regressions on 5 oil reservoirs individually (not panel data analysis). Using the 'frontier' command I ran the regression on a single oil reservoir where factors of production are say 'A' and 'B'.
My question is:
Is there any way to test for 'serial correlation' in error terms (noise component)?

 If so, how can I correct for it?



Cheers
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