Using copulas to model time dependence in stochastic frontier models
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Publication:5080458
DOI10.1080/07474938.2013.825126zbMATH Open1491.62172MaRDI QIDQ5080458FDOQ5080458
Authors:
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Recommendations
Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
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Cited In (18)
- Stochastic frontier models by copulas and an application
- Closed skew normal stochastic frontier models for panel data
- Asymmetric dependence in the stochastic frontier model using skew normal copula
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- Technical and allocative inefficiency in production systems: a vine copula approach
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
- A Bayesian semiparametric approach to stochastic frontiers and productivity
- Imposing regularity conditions to measure banks' productivity changes in Taiwan using a stochastic approach
- Modelling multi-output stochastic frontiers using copulas
- Comparing cost efficiency between financial and non-financial holding banks and insurers in Taiwan under the framework of copula methods and metafrontier
- On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
- A copula regression model for estimating firm efficiency in the insurance industry
- Dependence modeling in stochastic frontier analysis
- Endogeneity in stochastic frontier models
- A regression discontinuity stochastic frontier model with an application to educational attainment
- Efficiency effects in a copula based stochastic frontier model
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