Comparison of stochastic frontier models using the Hyvärinen factor

DOI10.1016/J.ECONLET.2021.109815MaRDI QIDQ2036906zbMATH OpenOpenAlexFDO

Authors Mike G. Tsionas

Publication date 30 June 2021

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2021.109815

zbMATH Keywords

Bayesian analysisHyvärinen factorMarkov chain Monte Carlomodel comparison

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cites work

• Bayesian model comparison with the Hyvärinen score: computation and consistency
• Bayesian model selection based on proper scoring rules
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Estimation of non-normalized statistical models by score matching
• scientific article; zbMATH DE number 4174133 (Why is no real title available?)
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Local proper scoring rules of order two
• Proper local scoring rules
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Stochastic Frontier Analysis

Cited in

(1)

• Bayesian model comparison with the Hyvärinen score: computation and consistency

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