Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation

DOI10.1016/j.ejor.2015.03.018zbMath1346.62167OpenAlexW2059510678MaRDI QIDQ319609

Saleem Shaik

Publication date: 6 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.03.018

zbMATH Keywords

financial liquidity riskgamma stochastic frontier analysissmlSwamy-Arora panel random effectU.S. agriculture

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions ⋮ Sensitivity analysis of stochastic frontier analysis models

Uses Software

• LIMDEP

Cites Work

• Two-stage financial risk tolerance assessment using data envelopment analysis
• A gamma-distributed stochastic frontier model
• Formulation and estimation of stochastic frontier production function models
• Crisis and risk dependencies
• Financial portfolio management through the goal programming model: current state-of-the-art
• A multistage linear stochastic programming model for optimal corporate debt management
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models

This page was built for publication: Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation