Technical and allocative inefficiency in production systems: a vine copula approach

DOI10.1515/DEMO-2022-0108MaRDI QIDQ2148729zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 June 2022

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2022-0108

zbMATH Keywords

allocative inefficiencyproduction frontiertechnical inefficiencyvine copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38)

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Cites work

• Absolute moments in 2-dimensional normal distribution
• Analyzing dependent data with vine copulas. A practical guide with R
• Endogeneity in stochastic frontier models
• Endogeneity in stochastic frontier models: copula approach without external instruments
• 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
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 3322636 (Why is no real title available?)
• On the simplified pair-copula construction -- simply useful or too simplistic?
• Pair-copula constructions of multiple dependence
• Probability density decomposition for conditionally dependent random variables modeled by vines
• Simplified vine copula models: approximations based on the simplifying assumption
• Simulation-based inference. A survey with special reference to panel data models
• Using copulas to model time dependence in stochastic frontier models

Cited in

(2)

• Modelling multi-output stochastic frontiers using copulas
• Stochastic frontier models by copulas and an application

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