Stochastic frontier models by copulas and an application

MaRDI QIDQ4605112zbMATH OpenFDO

Authors Vadoud Najjari, Hasan Bal, Fikri Öztürk, İhsan Alp

Publication date 6 March 2018

zbMATH Keywords

copulashyperbolic functionsMLEstochastic frontiertechnical efficiency

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to economics (62P20)

Recommendations

• Efficiency effects in a copula based stochastic frontier model
• Using copulas to model time dependence in stochastic frontier models
• Stochastic frontier models with dependent error components
• Modelling multi-output stochastic frontiers using copulas
• Technical and allocative inefficiency in production systems: a vine copula approach

Cited in

(12)

• Improved Fréchet-Hoeffding bounds on d-copulas and applications in model-free finance
• Modelling multi-output stochastic frontiers using copulas
• Efficiency effects in a copula based stochastic frontier model
• Technical and allocative inefficiency in production systems: a vine copula approach
• Inference in stochastic frontier analysis with dependent error terms
• A trivariate Gaussian copula stochastic frontier model with sample selection
• Using copulas to model dependence between crude oil prices of west Texas intermediate and Brent-Europe
• Convolution copula econometrics
• Using copulas to model time dependence in stochastic frontier models
• Nonlinear effects in the asymmetric copula-based stochastic frontier model
• Multivariate Distributional Stochastic Frontier Models
• Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand

This page was built for publication: Stochastic frontier models by copulas and an application

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4605112)