Efthymios G. Tsionas and Subal C. Kumbhakar, "Firm-Heterogeneity, Persistent and Transient Technical Inefficiency: A Generalized True Random Effects Model", Journal of Applied Econometrics, Vol. 29, No. 1, 2014, pp. 110-132. The data used in this paper come from the paper Guohua Feng and Apostolos Serletis, "Efficiency and Productivity of the US Banking Industry, 1998-2005: Evidence from the Fourier Cost Function Satisfying Global Regularity Conditions", Journal of Applied Econometrics, Vol. 24, No. 1, 2009, pp. 105-138. These data may be found here: http://qed.econ.queensu.ca/jae/2009-v24.1/feng-serletis/