Biases in frontier estimation due to heteroscedasticity

DOI10.1016/0165-1765(93)90104-KzbMath0800.62763OpenAlexW2005008687MaRDI QIDQ1311242

Steven B. Caudill, Jon M. Ford

Publication date: 13 January 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90104-k

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (9)

Valid tests of whether technical inefficiency depends on firm characteristics ⋮ Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach ⋮ Endogenous environmental variables in stochastic frontier models ⋮ A Monte Carlo study of old and new frontier methods for efficiency measurement ⋮ A time-varying true individual effects model with endogenous regressors ⋮ On estimating efficiency effects in a stochastic frontier model ⋮ Estimating fixed-effect panel stochastic frontier models by model transformation ⋮ Quantile regression for robust bank efficiency score estimation ⋮ 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)

Cites Work

• Unnamed Item
• Formulation and estimation of stochastic frontier production function models

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