Small-sample properties of ML, COLS, and DEA estimators of frontier models in the presence of heteroscedasticity. (Comment by R.D.Banker, H.S.Chang, and W.W.Cooper)
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Cites work
- A Monte Carlo comparison of two production frontier estimation methods: Corrected ordinary least squares and data envelopment analysis
- A Monte Carlo study of estimators of stochastic frontier production functions
- Biases in frontier estimation due to heteroscedasticity
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Estimating the Efficiency of Production
- Formulation and estimation of stochastic frontier production function models
- scientific article; zbMATH DE number 45973 (Why is no real title available?)
- Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency
Cited in
(4)- A simulation study of DEA and parametric frontier models in the presence of heteroscedasticity.
- A Monte Carlo study of old and new frontier methods for efficiency measurement
- Comparative performance analysis of frontier-based efficiency measurement methods -- a Monte Carlo simulation
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
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