Endogeneity in stochastic frontier models: copula approach without external instruments

DOI10.1016/J.ECONLET.2015.05.026zbMATH Open1364.62281OpenAlexW1866210145MaRDI QIDQ529786FDOQ529786

Authors: Kien C. Tran, Efthymios G. Tsionas 

Publication date: 9 June 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/74587/2/CopulaSF_April_13_2015.pdf

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zbMATH Keywords

maximum likelihoodendogenous regressorscopula functionstochastic frontier model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Stochastic models in economics (91B70)

Cites Work

• Title not available (Why is that?)
• Nonparametric econometrics. Theory and practice.
• An introduction to copulas.
• GMM estimation of stochastic frontier model with endogenous regressors
• Battese-Coelli estimator with endogenous regressors

Cited In (17)

• A time-varying true individual effects model with endogenous regressors
• Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components
• Endogeneity in stochastic frontier models with `wrong' skewness: copula approach without external instruments
• Technical and allocative inefficiency in production systems: a vine copula approach
• Technical and allocative efficiency in a panel stochastic production frontier system model
• A distribution-free stochastic frontier model with endogenous regressors
• Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies
• Endogenous environmental variables in stochastic frontier models
• Some models for stochastic frontiers with endogeneity
• On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
• Dependence modeling in stochastic frontier analysis
• Endogeneity in stochastic frontier models
• A spatial stochastic frontier model with endogenous frontier and environmental variables
• Maximum likelihood estimation of stochastic frontier models with endogeneity
• A double-copula stochastic frontier model with dependent error components and correction for sample selection
• Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing
• GMM estimation of stochastic frontier model with endogenous regressors

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