Formulation and estimation of stochastic frontier production function models

DOI10.1016/0304-4076(77)90052-5zbMATH Open0366.90026OpenAlexW2033834012MaRDI QIDQ1242080FDOQ1242080

Authors: C. A. Knox Lovell, Peter Schmidt, Dennis J. Aigner 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90052-5

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38)

Cites Work

• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Title not available (Why is that?)
• Maximum Likelihood Estimation from Incomplete Data
• ON THE SOLUTION OF ESTIMATING EQUATIONS FOR TRUNCATED AND CENSORED SAMPLES FROM NORMAL POPULATIONS
• Estimation in the Truncated Normal Distribution
• Random Simultaneous Equations and the Theory of Production
• Efficiency Estimation of Production Functions
• Maximum Likelihood Estimation in Truncated Samples
• Estimating the Mean and Variance of Normal Populations from Singly Truncated and Doubly Truncated Samples
• Estimating the Efficiency of Production

Cited In (only showing first 100 items - show all)

• Metafrontier efficiency analysis with convex and non-convex metatechnologies by stochastic nonparametric envelopment of data
• Semiparametric smooth-coefficient stochastic frontier model
• Generalized variable method inference for the location parameter of the general half-normal distribution
• ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
• Technological inefficiency and the skewness of the error component in stochastic frontier analysis
• Estimation of additive frontier functions with shape constraints
• Title not available (Why is that?)
• An ex-ante DEA method for representing contextual uncertainties and stakeholder risk preferences
• Semiparametric Stochastic Frontier Estimation via Profile Likelihood
• Using information about technologies, markets and firm behaviour to decompose a proper productivity index
• Group and individual heterogeneity in a stochastic frontier model: container terminal operators
• Integration, productivity and technological spillovers: evidence for eurozone banking industries
• A distribution-free approach to estimating best response values with application to mutual fund performance modeling
• Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes
• Objective measurement of efficiency: applying single price model to rank hospital activities.
• Semiparametric stochastic frontier models: a generalized additive model approach
• Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes
• Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
• Incentive regulation and the change in productive efficiency in telecommunications in the United States
• A review of bank efficiency and productivity
• Title not available (Why is that?)
• Likelihood computation in the normal-gamma stochastic frontier model
• Pairwise likelihood inference for the random effects probit model
• Accounting for slacks to measure dynamic inefficiency in data envelopment analysis
• A Laplace stochastic frontier model
• Consistent inference in fixed-effects stochastic frontier models
• Endogenous network production functions with selectivity
• Measuring profit efficiency with McFadden's gauge function
• Estimating the impact of contextual variables on the productivity: An enhanced slack-based DEA model
• Two-stage estimation of the impact of contextual variables in stochastic frontier production function models using data envelopment analysis: second stage OLS versus bootstrap approaches
• A distribution-free stochastic frontier model with endogenous regressors
• Local influence analysis of stochastic frontier estimation: a case-weights perturbation approach
• A microfoundation for stochastic frontier analysis
• Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods
• A constrained state space approach for estimating firm efficiency
• Modelling technical and allocative inefficiency in a translog production function
• Switching regressions and activity analysis. A new approach to frontier estimation
• Environmental factors in frontier estimation -- a Monte Carlo analysis
• An improved Afriat-Diewert-Parkan nonparametric production function estimator
• Endogenous environmental variables in stochastic frontier models
• The role of a nation's culture in the country's governance: stochastic frontier analysis
• Ranking accuracy of the efficiency index in the stochastic frontier model
• Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
• Stochastic metafrontiers
• A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
• MODELING AND MEASURING PRODUCTION PROCESSES FOR A MULTI-SPECIES FISHERY: ALTERNATIVE TECHNICAL EFFICIENCY ESTIMATES FOR THE NORTHERN SPAIN HAKE FISHERY
• Robust nonparametric frontier estimation in two steps
• A comparative analysis of multi-output frontier models
• Endogeneity in stochastic frontier models
• Productivity change model in the airline industry: A parametric approach
• A paradigm shift from production function to production copula: statistical description of production activity of firms
• Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
• Combining the virtues of stochastic frontier and data envelopment analysis
• On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
• Modelling air pollution data by the skew-normal distribution
• Dynamic effects in inefficiency: evidence from the Colombian banking sector
• Comparative performance analysis of frontier-based efficiency measurement methods -- a Monte Carlo simulation
• A stochastic frontier approach to survival analysis
• On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions
• A tractable likelihood function for the normal-gamma stochastic frontier model
• On Bayesian nonparametric modelling of two correlated distributions
• Singular extended skew-elliptical distributions
• Posterior analysis of stochastic frontier models with truncated normal errors
• Natural and cyclical unemployment: A stochastic frontier decomposition and economic policy implications
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• Productivity growth measurement and decomposition under a dynamic inefficiency specification: the case of German dairy farms
• Specification testing when score test statistics are identically zero
• Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
• Semiparametric stochastic frontier models for clustered data
• Models of data envelopment analysis and stochastic frontier analysis in the efficiency assessment of universities
• A derivation of the multivariate singular skew-normal density function
• Bayesian estimation of the half-normal regression model with deterministic frontier
• Operational research in education
• Assessing the business values of information technology and e-commerce independently and jointly
• Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation
• Productivity and efficiency estimation: a semiparametric stochastic cost frontier approach
• Efficiency analysis in two-stage structures using fuzzy data envelopment analysis
• Stochastic data envelopment analysis in measuring the efficiency of Taiwan commercial banks
• Cross-entropy estimation in technical efficiency analysis
• Linear programming approaches to the measurement and analysis of productive efficiency
• How to generate regularly behaved production data? A Monte Carlo experimentation on DEA scale efficiency measurement
• Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
• Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
• Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis
• Stochastic data envelopment analysis -- a review
• The weighted additive distance function
• Using stochastic frontier analysis to measure the impact of weather on the efficiency of electricity distribution businesses in developing economies
• Technical efficiency estimation with multiple inputs and multiple outputs using regression analysis
• Measuring firm performance using nonparametric quantile-type distances
• Combining least-squares and quantile regressions
• On estimating efficiency effects in a stochastic frontier model
• A zero inefficiency stochastic frontier model
• A Bayesian approach for evaluation of determinants of health system efficiency using stochastic frontier analysis and beta regression
• A note on skew-elliptical distributions and linear functions of order statistics
• Transformations in stochastic DEA models
• Modelling conditional heteroskedasticity and skewness using the skew-normal distribution
• Stochastic models and variable returns to scales in data envelopment analysis
• Infinite divisibility of skew Gaussian and Laplace laws
• Centralized allocation of human resources. An application to public schools
• Comparing frontier methods for economic-environmental trade-off analysis

Uses Software

• sfa

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