Inference in the nonparametric stochastic frontier model
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Cites work
- A consistent test of functional form via nonparametric estimation techniques
- A Monte Carlo study of estimators of stochastic frontier production functions
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
- A simple consistent bootstrap test for a parametric regression function
- A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
- A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
- A time-varying true individual effects model with endogenous regressors
- Applied nonparametric econometrics
- Bayesian artificial neural networks for frontier efficiency analysis
- Combining the virtues of stochastic frontier and data envelopment analysis
- Comparing nonparametric versus parametric regression fits
- Consistent estimation of the fixed effects stochastic frontier model
- Consistent inference in fixed-effects stochastic frontier models
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Endogeneity in stochastic frontier models
- Endogenous environmental variables in stochastic frontier models
- Estimating fixed-effect panel stochastic frontier models by model transformation
- Estimation and inference in two-stage, semi-parametric models of production processes
- Frontier estimation in the presence of measurement error with unknown variance
- Generalized likelihood ratio statistics and Wilks phenomenon
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Nonparametric econometrics. Theory and practice.
- Nonparametric estimation of stochastic frontier models with weak separability
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs
- Quantile regression for robust bank efficiency score estimation
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
- Semiparametric Stochastic Frontier Estimation via Profile Likelihood
- Significance testing in nonparametric regression based on the bootstrap.
- Stationary Points for Parametric Stochastic Frontier Models
- The ``wrong skewness problem in stochastic frontier models: a new approach
- Valid tests of whether technical inefficiency depends on firm characteristics
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