A Monte Carlo study of estimators of stochastic frontier production functions

DOI10.1016/0304-4076(80)90043-3zbMath0436.62099OpenAlexW2022801758MaRDI QIDQ1140962

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90043-3

zbMATH Keywords

maximum likelihood corrected least squares estimator stochastic frontier production functions two-step Newton-Raphson

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Production theory, theory of the firm (91B38) Probabilistic methods, stochastic differential equations (65C99)

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