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

Recommendations

• Stochastic Frontier Analysis
• Maximum likelihood estimation of stochastic frontier models by the Fourier transform
• Estimating variable returns to scale production frontiers with alternative stochastic assumptions
• A gamma-distributed stochastic frontier model
• Generalized stochastic frontier production models

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)

• Nonparametric frontier estimation: A robust approach.
• Test for randomness of the technology parameter in a stochastic frontier regression model
• Comparison of Bayesian models for production efficiency
• Stochastic production frontiers and panel data: A latent variable framework
• A Bayesian approach to imposing curvature on distance functions
• Estimating variable returns to scale production frontiers with alternative stochastic assumptions
• Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
• Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings
• Product diversification, production systems, and economic performance in U.S. agricultural production
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
• An overview on the progeny of the skew-normal family -- a personal perspective
• Objective Bayesian inference for the half-normal and half-\(t\) distributions
• Estimation of stochastic frontier production functions with input-oriented technical efficiency
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• A gamma-distributed stochastic frontier model
• A class of multivariate skew-normal models
• A method of moments estimator for a stochastic frontier model with errors in variables
• Stochastic Production Frontier and Technical Inefficiency: A Sensitivity Analysis
• Data envelopment analysis (DEA) -- thirty years on
• Estimation of technical and allocative inefficiency: a primal system approach
• Estimation and inference in two-stage, semi-parametric models of production processes
• Pitfalls in the estimation of a cost function that ignores allocative inefficiency: a Monte Carlo analysis
• Nonparametric stochastic frontiers: a local maximum likelihood approach
• Semiparametric Bayesian inference for stochastic frontier models
• Measuring the technical efficiency of production
• The specification of technical and allocative inefficiency in stochastic production and profit frontiers
• Stochastic frontier models. A Bayesian perspective
• Likelihood functions for generalized stochastic frontier estimation
• Maximum likelihood estimation of econometric frontier functions
• On the estimation of a flexible frontier production model
• Semiparametric maximum likelihood estimation of stochastic frontier model with errors-in-variables
• Nonparametric frontier estimation via local linear regression
• Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers
• Estimating production functions with robustness against errors in the proxy variables
• Bayesian efficiency analysis through individual effects: Hospital cost frontiers
• Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship
• On the use of panel data in stochastic frontier models with improper priors
• Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
• Generalized stochastic frontier production models
• Definition and probabilistic properties of skew-distributions.
• On the distribution of estimated technical efficiency in stochastic frontier models
• A Monte Carlo study of old and new frontier methods for efficiency measurement
• Inferences from cross-sectional, stochastic frontier models
• A new approach for technical efficiency estimation in multiple output production
• Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated
• Environmental efficiency with multiple environmentally detrimental variables; estimated with SFA and DEA
• A Monte Carlo study of estimators of stochastic frontier production functions
• A new panel data treatment for heterogeneity in time trends
• The effect of competition on the efficiency of secondary schools in England
• DEA-based hypothesis tests for comparing two groups of decision making units
• DEA modeling for optimal resource use in rice production
• Estimation and prediction using belief functions: application to stochastic frontier analysis
• Cost efficiency in the US steel industry: A nonparametric analysis using data envelopment analysis
• New uses of DEA and statistical regressions for efficiency evaluation and estimation -- with an illustrative application to public secondary schools in Texas
• The impact of liberalization on the productive efficiency of Indian commercial banks
• Biases in frontier estimation due to heteroscedasticity
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• A survey of frontier production functions and of their relationship to efficiency measurement
• A new class of multivariate skew distributions with applications to bayesian regression models
• Dominance stochastic models in data envelopment analysis
• Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries
• Group-specific stochastic production frontier models with parametric specifications
• A test for distributional assumptions for the stochastic frontier functions
• Efficiency estimation and error decomposition in the stochastic frontier model: A Monte Carlo analysis
• Econometric efficiency analysis: A policy-oriented review
• A stationary point for the stochastic frontier likelihood
• Rates of convergence of extreme for asymmetric normal distribution
• LARGE-SAMPLE INFERENCE FOR THE GENERAL HALF-NORMAL DISTRIBUTION
• Parametric approximations of nonparametric frontiers
• Stochastic specification in random production models of cost-minimizing firms
• Imposing regularity conditions to measure banks' productivity changes in Taiwan using a stochastic approach
• The Skew-normal Distribution and Related Multivariate Families*
• A matching prior for the shape parameter of the skew-normal distribution
• Properties of technical efficiency estimators in the stochastic frontier model
• On ranking and selection from independent truncated normal distributions
• Partially adaptive estimation via the maximum entropy densities
• 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

Uses Software

• sfa

This page was built for publication: Formulation and estimation of stochastic frontier production function models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1242080)