Posterior analysis of stochastic frontier models using Gibbs sampling

MaRDI QIDQ1965998zbMATH OpenFDO

Authors Gary Koop, M. F. J. Steel, Jacek Osiewalski

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

empirical economicsGibbs samplingposterior inferencestochastic frontier models

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20)

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Cited in

(26)

• Posterior inference on the degrees of freedom parameter in multivariate- t regression models
• Bayesian efficiency analysis through individual effects: Hospital cost frontiers
• On the use of panel data in stochastic frontier models with improper priors
• BSFM: a computer program for Bayesian stochastic frontier models
• A Bayesian analysis of multiple-output production frontiers
• Posterior analysis of stochastic frontier models with truncated normal errors
• Combining DEA and stochastic frontier models: an empirical Bayes approach.
• Modelling multi-output stochastic frontiers using copulas
• Sensitivity analysis of stochastic frontier analysis models
• Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods
• Test for randomness of the technology parameter in a stochastic frontier regression model
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
• Estimating variable returns to scale production frontiers with alternative stochastic assumptions
• A Bayesian approach to imposing curvature on distance functions
• Trajectories of efficiency measurement: a bibliometric analysis of DEA and SFA
• Dynamic effects in inefficiency: evidence from the Colombian banking sector
• Combining stochastic DEA with Bayesian analysis to obtain statistical properties of the efficiency scores: an application to Greek public hospitals
• A Bayesian approach for evaluation of determinants of health system efficiency using stochastic frontier analysis and beta regression
• Bayesian inference for a normal-reciprocal gamma stochastic frontier model
• Comparison of Bayesian models for production efficiency
• Energy performance evaluation of OECD countries using Bayesian stochastic frontier analysis and Bayesian network classifiers
• Bayesian estimation approaches to first-price auctions
• Estimating Monotone Concave Stochastic Production Frontiers
• Productivity growth measurement and decomposition under a dynamic inefficiency specification: the case of German dairy farms
• A gamma-distributed stochastic frontier model

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