Stochastic frontier models with time-varying conditional variances

DOI10.1016/J.EJOR.2020.11.008zbMATH Open1487.62159OpenAlexW3102475301MaRDI QIDQ2030486FDOQ2030486

Authors: Mike G. Tsionas, Subal C. Kumbhakar 

Publication date: 7 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.11.008

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zbMATH Keywords

Monte Carlo experimentsstochastic frontier modelproductivity and competitivenesselectricity distributionGARCH errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Production theory, theory of the firm (91B38)

Cites Work

• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Formulation and estimation of stochastic frontier production function models
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Stochastic Frontier Analysis
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Estimating technical and allocative efficiency in the public sector: a nonparametric analysis of Dutch schools
• Title not available (Why is that?)
• Assessing the technical and allocative efficiency of hospital operations in Greece and its resource allocation implications
• Incentive Efficient Production Frontiers: An Agency Perspective on DEA
• Finding the right yardstick: regulation of electricity networks under heterogeneous environments
• Analysis of trends in technical and allocative efficiency: an application to Texas public school districts.
• Consistent estimation of the fixed effects stochastic frontier model
• On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations
• Technical and allocative efficiency in a panel stochastic production frontier system model

Cited In (5)

• Stochastic frontier models with dependent error components
• Comparison of stochastic frontier models using the Hyvärinen factor
• Bayesian inference for dynamic heterogeneity stochastic frontier model
• Markov switching stochastic frontier model
• A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms

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