A gamma-distributed stochastic frontier model

DOI10.1016/0304-4076(90)90052-UzbMATH Open0713.62110OpenAlexW2000211546MaRDI QIDQ750072FDOQ750072

Authors: William Greene 

Publication date: 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90052-u

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zbMATH Keywords

method of momentsordinary least squaresstochastic frontier modelMaximum-likelihood estimationcorrected OLS estimatorestimation of firm-specific inefficiency estimatestwo-parameter gamma distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Production theory, theory of the firm (91B38)

Cites Work

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• The Estimation of Choice Probabilities from Choice Based Samples
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• The Structure of Technical Efficiency
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• A tractable likelihood function for the normal-gamma stochastic frontier model

Cited In (70)

• Test for randomness of the technology parameter in a stochastic frontier regression model
• On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
• Type II failure and specification testing in the stochastic frontier model
• Comparison of Bayesian models for production efficiency
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• A tractable likelihood function for the normal-gamma stochastic frontier model
• Quantile estimation of stochastic frontiers with the normal-exponential specification
• Stochastic frontier models with dependent error components
• Robustly efficient parametric frontiers via multiplicative DEA for domestic and international operations of the Latin American airline industry
• Technological inefficiency and the skewness of the error component in stochastic frontier analysis
• Estimating the efficiency of Brazilian electricity distribution utilities
• Title not available (Why is that?)
• The present value of a stochastic perpetuity and the gamma distribution
• Semiparametric Bayesian inference for stochastic frontier models
• Semiparametric Stochastic Frontier Estimation via Profile Likelihood
• Formulation and estimation of stochastic frontier production function models
• Fuzzy data envelopment analysis and its application to location problems
• A distribution-free approach to estimating best response values with application to mutual fund performance modeling
• Stochastic frontier models. A Bayesian perspective
• A simplification of the Kopp-Diewert method of decomposing cost efficiency and some implications
• Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes
• Natural and cyclical unemployment: A stochastic frontier decomposition and economic policy implications
• Efficiency of financial institutions: International survey and directions for future research
• Microfoundations for stochastic frontiers
• A smooth nonparametric conditional quantile frontier estimator
• Incentive regulation and the change in productive efficiency in telecommunications in the United States
• On the use of panel data in stochastic frontier models with improper priors
• Valid tests of whether technical inefficiency depends on firm characteristics
• Distribution of cost inefficiency in stochastic frontier approach: evidence from Spanish banking
• Combining DEA and stochastic frontier models: an empirical Bayes approach.
• On the distribution of estimated technical efficiency in stochastic frontier models
• Likelihood computation in the normal-gamma stochastic frontier model
• Sensitivity analysis of stochastic frontier analysis models
• Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation
• Entropy, efficiency and the productivity index numbers
• Algorithms for bounded-influence estimation
• A zero inefficiency stochastic frontier model
• Consistent method of moments estimation of the true fixed effects model
• A microfoundation for stochastic frontier analysis
• Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries
• Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods
• On kernel smoothing for extremal quantile regression
• Adaptive non-parametric efficiency frontier analysis: a neural-network-based model
• Modelling multi-output stochastic frontiers using copulas
• A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
• Estimating a stochastic production frontier when the adjusted error is symmetric
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• Partially adaptive estimation via the maximum entropy densities
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• Multivariate skew normal-based stochastic frontier models
• Rank test for testing randomness of the technology parameters in a stochastic frontier regression model
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• The “wrong skewness” problem in stochastic frontier models: A new approach
• Maximum likelihood estimation of stochastic frontier models by the Fourier transform
• A stochastic frontier regression model with dynamic frontier
• A New Model for the Secondary Goal in DEA
• Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms
• Testing for distributional features in varying coefficient panel data models
• Is it MOLS or COLS?
• Production economics and economic efficiency
• Recent advances in the construction of nonparametric stochastic frontier models
• Robustness in stochastic frontier analysis
• Stationary Points for Parametric Stochastic Frontier Models
• Testing specification of distribution in stochastic frontier analysis
• Probabilistic frontier regression models for binary type output data
• Efficiency based decision rules for production planning and control
• Data envelopment analysis: from foundations to modern advancements
• Bayesian learning in performance. Is there any?
• A specification test for the composed error term in the stochastic frontier model
• Nonlinear effects in the asymmetric copula-based stochastic frontier model

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