A Monte Carlo study of estimators of stochastic frontier production functions

DOI10.1016/0304-4076(80)90043-3zbMath0436.62099MaRDI QIDQ1140962

S. H. Smith

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90043-3

zbMATH Keywords

maximum likelihood; corrected least squares estimator; stochastic frontier production functions; two-step Newton-Raphson

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

65C05: Monte Carlo methods

91B38: Production theory, theory of the firm

65C99: Probabilistic methods, stochastic differential equations