Markov switching stochastic frontier model

DOI10.1111/j.1368-423X.2004.00137.xzbMath1114.91330MaRDI QIDQ3023029

Subal C. Kumbhakar, Efthymios G. Tsionas

Publication date: 4 July 2005

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

Panel dataMarkov Chain Monte CarloTechnical efficiency

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Cites Work

• Analysis of time series subject to changes in regime
• Formulation and estimation of stochastic frontier production function models
• Stochastic frontier models. A Bayesian perspective
• Dynamic linear models with Markov-switching
• On the use of panel data in stochastic frontier models with improper priors
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Stochastic Frontier Analysis
• Contemporary Bayesian Econometrics and Statistics
• Empirics for growth and distribution: Stratification, polarization, and convergence clubs

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