Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand

DOI10.1016/J.IJAR.2015.04.001zbMATH Open1376.86008OpenAlexW2460903984MaRDI QIDQ897750FDOQ897750

Authors Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, T. Denœux

Publication date 7 December 2015

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2015.04.001

zbMATH Keywords

copulaeconometricstechnical efficiencystochastic frontier

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20) Geostatistics (86A32) Statistical methods; risk measures (91G70)

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Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 5723869 (Why is no real title available?)
• scientific article; zbMATH DE number 1169071 (Why is no real title available?)
• An introduction to copulas.
• Copula modeling: An introduction for practitioners
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• Stochastic Frontier Analysis
• Stochastic frontier models with dependent error components

Cited in

(9)

• A double-copula stochastic frontier model with dependent error components and correction for sample selection
• Dependence modeling in stochastic frontier analysis
• Efficiency effects in a copula based stochastic frontier model
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Coffee stochastic frontier model with maximum entropy
• Nonlinear effects in the asymmetric copula-based stochastic frontier model
• A trivariate Gaussian copula stochastic frontier model with sample selection
• Asymmetric dependence in the stochastic frontier model using skew normal copula
• scientific article; zbMATH DE number 7529803 (Why is no real title available?)

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• CDVine

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