Stochastic frontier models with time-varying conditional variances

DOI10.1016/j.ejor.2020.11.008zbMath1487.62159OpenAlexW3102475301MaRDI QIDQ2030486

Mike G. Tsionas, Subal C. Kumbhakar

Publication date: 7 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.11.008

zbMATH Keywords

stochastic frontier modelMonte Carlo experimentsproductivity and competitivenesselectricity distributionGARCH errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Production theory, theory of the firm (91B38) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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