Estimating a stochastic production frontier when the adjusted error is symmetric

DOI10.1016/S0165-1765(96)00857-9zbMATH Open0900.90079OpenAlexW2074644213WikidataQ127352291 ScholiaQ127352291MaRDI QIDQ673190FDOQ673190

Authors: Qi Li 

Publication date: 28 February 1997

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00857-9

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• Stochastic Frontier Analysis
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zbMATH Keywords

Production frontierSymmetric adjusted errorTwo error components

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear programming (90C05) Applications of mathematical programming (90C90) Statistical methods; economic indices and measures (91B82) Production theory, theory of the firm (91B38)

Cites Work

• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Formulation and estimation of stochastic frontier production function models
• A gamma-distributed stochastic frontier model
• A Monte Carlo study of estimators of stochastic frontier production functions
• Recent developments in DEA. The mathematical programming approach to frontier analysis

Cited In (16)

• Combining the virtues of stochastic frontier and data envelopment analysis
• Type II failure and specification testing in the stochastic frontier model
• Quantile estimation of stochastic frontiers with the normal-exponential specification
• Technological inefficiency and the skewness of the error component in stochastic frontier analysis
• Estimating production functions with robustness against errors in the proxy variables
• Endogeneity in stochastic frontier models with `wrong' skewness: copula approach without external instruments
• A review of bank efficiency and productivity
• Outliers, Sample Size and Robust Estimation of Stochastic Frontier Production Models
• The ``wrong skewness problem in stochastic frontier models: a new approach
• Estimating production functions with control functions when capital is measured with error
• Is it MOLS or COLS?
• Stationary Points for Parametric Stochastic Frontier Models
• A Laplace stochastic frontier model
• The ``wrong skewness problem: moment constrained maximum likelihood estimation of the stochastic frontier model
• A consistent bootstrap procedure for nonparametric symmetry tests
• A specification test for the composed error term in the stochastic frontier model

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