William Horrace and Yulong Wang, "Nonparametric Tests of Tail Behavior
in Stochastic Frontier Models", Journal of Applied Econometrics,
Vol. 37, No. 3, 2022, pp. 537-562.

The data used in this paper were previously used in four existing
papers in Journal of Applied Econometrics.

These data are readily accessible via JAE Data Archive.
The links to access them are as follows.

1. Tsionas, E. G. (2002), "Stochastic frontier models with random
coefficients", Journal of Applied Econometrics, 17, 127-147.  (The
data in this paper was orginally collected and analyzed by
Christensen, L. R. and W. H. Greene (1976), "Economies of scale in
U.S. electric power generation", Journal of Political Economy, 84,
655-676.) Link to data:
http://qed.econ.queensu.ca/jae/2002-v17.2/tsionas/

2. Polachek, S. W. and B. J. Yoon (1996),"Panel estimates of a
two-tiered earnings frontier", Journal of Applied Econometrics, 11,
169-178. Link to data:
http://qed.econ.queensu.ca/jae/1996-v11.2/polachek-yoon/

3. Tsionas, E. G. (2006). Inference in dynamic stochastic frontier
models, Journal of Applied Econometrics, 21, 669-676. Link to data:
http://qed.econ.queensu.ca/jae/2006-v21.5/tsionas/

4. Feng, G., and A. Serletis (2009), "Efficiency and productivity of
the US banking industry,1998-2005: Evidence from the Fourier cost
function satisfying global regularity conditions", Journal of Applied
Econometrics, 24, 105-138.  Link to data:
http://qed.econ.queensu.ca/jae/2009-v24.1/feng-serletis/ 

Yulong Wang
Department of Economics, Syracuse University
127 Eggers Hall, Syracuse University, Syracuse, NY, 13244, USA
ywang402 [AT] maxwell.syr.edu