Endogeneity in stochastic frontier models: copula approach without external instruments

DOI10.1016/J.ECONLET.2015.05.026MaRDI QIDQ529786zbMATH OpenOpenAlexFDO

Authors Kien C. Tran, Efthymios G. Tsionas

Publication date 9 June 2017

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://eprints.lancs.ac.uk/id/eprint/74587/2/CopulaSF_April_13_2015.pdf

zbMATH Keywords

maximum likelihoodendogenous regressorscopula functionstochastic frontier model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Stochastic models in economics (91B70)

Recommendations

• Endogeneity in stochastic frontier models
• On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
• A distribution-free stochastic frontier model with endogenous regressors
• GMM estimation of stochastic frontier model with endogenous regressors
• Some models for stochastic frontiers with endogeneity

Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• An introduction to copulas.
• Battese-Coelli estimator with endogenous regressors
• GMM estimation of stochastic frontier model with endogenous regressors
• Nonparametric econometrics. Theory and practice.

Cited in

(17)

• GMM estimation of stochastic frontier model with endogenous regressors
• A time-varying true individual effects model with endogenous regressors
• Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components
• Endogeneity in stochastic frontier models with `wrong' skewness: copula approach without external instruments
• Technical and allocative inefficiency in production systems: a vine copula approach
• Technical and allocative efficiency in a panel stochastic production frontier system model
• A distribution-free stochastic frontier model with endogenous regressors
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
• Endogenous environmental variables in stochastic frontier models
• Some models for stochastic frontiers with endogeneity
• On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
• Dependence modeling in stochastic frontier analysis
• Endogeneity in stochastic frontier models
• A spatial stochastic frontier model with endogenous frontier and environmental variables
• Maximum likelihood estimation of stochastic frontier models with endogeneity
• A double-copula stochastic frontier model with dependent error components and correction for sample selection
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing

This page was built for publication: Endogeneity in stochastic frontier models: copula approach without external instruments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q529786)