Small-sample properties of ML, COLS, and DEA estimators of frontier models in the presence of heteroscedasticity. (Comment by R.D.Banker, H.S.Chang, and W.W.Cooper)
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Publication:1296012
DOI10.1016/S0377-2217(97)00101-XzbMath0970.90046MaRDI QIDQ1296012
Antonio N. Bojanic, Jon M. Ford, Steven B. Caudill
Publication date: 23 September 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Related Items (4)
A Monte Carlo study of old and new frontier methods for efficiency measurement ⋮ Comparative performance analysis of frontier-based efficiency measurement methods -- a Monte Carlo simulation ⋮ Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators ⋮ A simulation study of DEA and parametric frontier models in the presence of heteroscedasticity.
Cites Work
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- A Monte Carlo study of estimators of stochastic frontier production functions
- Formulation and estimation of stochastic frontier production function models
- A Monte Carlo comparison of two production frontier estimation methods: Corrected ordinary least squares and data envelopment analysis
- Biases in frontier estimation due to heteroscedasticity
- Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Estimating the Efficiency of Production
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