Dependence modeling in stochastic frontier analysis
From MaRDI portal
Publication:2148728
Recommendations
- Stochastic frontier models with dependent error components
- Using copulas to model time dependence in stochastic frontier models
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- A double-copula stochastic frontier model with dependent error components and correction for sample selection
Cites work
- A double-copula stochastic frontier model with dependent error components and correction for sample selection
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- A Monte Carlo study of estimators of stochastic frontier production functions
- A stationary point for the stochastic frontier likelihood
- A trivariate Gaussian copula stochastic frontier model with sample selection
- An introduction to copulas.
- Asymmetric dependence in the stochastic frontier model using skew normal copula
- Asymptotic efficiency in estimation with conditional moment restrictions
- Battese-Coelli estimator with endogenous regressors
- Bayes estimation subject to uncertainty about parameter constraints
- Combining the virtues of stochastic frontier and data envelopment analysis
- Consistent estimation of the fixed effects stochastic frontier model
- Efficiency Analysis: A Primer on Recent Advances
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Efficiency Estimation of Production Functions
- Endogeneity in stochastic frontier models
- Endogeneity in stochastic frontier models: copula approach without external instruments
- Endogenous environmental variables in stochastic frontier models
- Estimating fixed-effect panel stochastic frontier models by model transformation
- Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated
- Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers
- Estimating the Efficiency of Production
- Estimation and inference in nonparametric frontier models: recent developments and perspectives
- Formulation and estimation of stochastic frontier production function models
- GMM estimation of stochastic frontier model with endogenous regressors
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- Inference in stochastic frontier analysis with dependent error terms
- Inferences from cross-sectional, stochastic frontier models
- Instrumental variables estimation with flexible distributions
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
- Sample Selection Bias as a Specification Error
- Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
- Stochastic Frontier Analysis
- Stochastic frontier models with dependent error components
- The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem
- The nonlinear two-stage least-squares estimator
- Using copulas to model time dependence in stochastic frontier models
Cited in
(10)- Flexible panel stochastic frontier model with serially correlated errors
- On dependency in double-hurdle models
- Comparison of stochastic frontier models using the Hyvärinen factor
- WITHDRAWN: ``Inference in stochastic frontier analysis with dependent error terms
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
- Stochastic frontier models with dependent error components
- Stochastic Frontier Analysis
- Using copulas to model time dependence in stochastic frontier models
- The price of independence in a model with unknown dependence
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
This page was built for publication: Dependence modeling in stochastic frontier analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2148728)
