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Maximum likelihood estimation of stochastic frontier models by the Fourier transform - MaRDI portal

Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038)

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scientific article; zbMATH DE number 6714755
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English
Maximum likelihood estimation of stochastic frontier models by the Fourier transform
scientific article; zbMATH DE number 6714755

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    Maximum likelihood estimation of stochastic frontier models by the Fourier transform (English)
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    12 May 2017
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    stochastic frontiers
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    moment generating function
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    characteristic function
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    fast Fourier transform
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    maximum likelihood
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    generalized method of moments
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