Quantile stochastic frontier models with endogeneity

DOI10.1016/j.econlet.2020.108964zbMath1437.62150OpenAlexW3003544273MaRDI QIDQ2300370

A. George Assaf, Athanasios Andrikopoulos, Mike G. Tsionas

Publication date: 27 February 2020

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

Full work available at URL: https://hull-repository.worktribe.com/output/3403568

zbMATH Keywords

Bayesian analysisefficiencyMarkov chain Monte Carloquantile estimationstochastic frontier models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (5)

Robust maximum likelihood estimation of stochastic frontier models ⋮ Non-crossing convex quantile regression ⋮ Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach ⋮ Quantile estimation of stochastic frontiers with the normal-exponential specification ⋮ Quantile Methods for Stochastic Frontier Analysis

Cites Work

• Quantile regression for robust bank efficiency score estimation
• A multivariate and asymmetric generalization of Laplace distribution
• Stochastic data envelopment analysis: a quantile regression approach to estimate the production frontier
• Nonparametric quantile frontier estimation under shape restriction
• Quantile stochastic frontiers
• Quantile estimation of the stochastic frontier model
• Spatial quantile multiple regression using the asymmetric Laplace process
• Regression Quantiles
• A Laplace stochastic frontier model

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