我看了两本原版书,几十篇专门讲SFA模型和估计方法的英文文献,和不计其数的应用SFA的文章。我特别推荐 Coelli, T., Rao, P. and Battase, E. (1998), An Introduction To Efficiency and Productivity Analysis, Boston: Kluwer Academic Publishers,我读了几遍,对于搞清楚基本概念和原理很有帮助。另外,Greene有两篇关于SFA估计的经典文献,建议想把方法搞清楚的朋友看看。
1 Greene, W. (1990), “A Gamma Distributed Stochastic Frontier Model,” Journal of Econometrics, Vol. 46(1) , pp. 141-164.
2 Greene, W. (1993), “The Econometric Approach to Efficiency Analysis”, in Fried, O., Lovell, C. and Schmidt, S. (Eds.), The Measurement of Productive Efficiency: Techniques and Applications, New York: Oxford University Press, pp. 68-119.
3 Greene, W. (2003), “Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function,” Journal of Productivity Analysis, Vol. 19 (2/3), pp.179- 190.