Comparison of stochastic frontier models using the Hyvärinen factor

DOI10.1016/J.ECONLET.2021.109815zbMath1468.62428OpenAlexW3143212350MaRDI QIDQ2036906

Mike G. Tsionas

Publication date: 30 June 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109815

zbMATH Keywords

Bayesian analysisMarkov chain Monte Carlomodel comparisonHyvärinen factor

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

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• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
• Bayesian model selection based on proper scoring rules
• Proper local scoring rules
• Local proper scoring rules of order two
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Stochastic Frontier Analysis
• Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency

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