Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods

DOI10.1007/BF02741316zbMath1091.62013MaRDI QIDQ2488426

Xing-Yuan Zhang, Hideo Kozumi

Publication date: 24 May 2006

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic approximationproduction functionmaximum likelihood inferenceacceptance-rejection Metropolis-Hastings algorithmauxiliary variable method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Likelihood computation in the normal-gamma stochastic frontier model

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