Inference in stochastic frontier analysis with dependent error terms

DOI10.1016/j.matcom.2013.09.008OpenAlexW2049968985MaRDI QIDQ2229869

Rachida El Mehdi, Christian M. Hafner

Publication date: 18 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP2012_38_hafner_inference_in.pdf

zbMATH Keywords

bootstrapcopulasefficiencyinferencestochastic frontier analysis

Mathematics Subject Classification ID

Statistics (62-XX) Multivariate analysis (62Hxx) Foundations of probability theory (60Axx)

Related Items (3)

Dependence modeling in stochastic frontier analysis ⋮ Robust maximum likelihood estimation of stochastic frontier models ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection

Cites Work

• Maximum likelihood estimation of econometric frontier functions
• On the estimation of a flexible frontier production model
• Formulation and estimation of stochastic frontier production function models
• An introduction to copulas. Properties and applications
• Inferences from Cross-Sectional, Stochastic Frontier Models
• Stochastic frontier models with dependent error components
• Convergence theorems for a class of simulated annealing algorithms on ℝ^d
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Stochastic Frontier Analysis
• A Simplex Method for Function Minimization

This page was built for publication: Inference in stochastic frontier analysis with dependent error terms