Stochastic frontier models with dependent error components

DOI10.1111/j.1368-423X.2007.00228.xzbMath1135.91407OpenAlexW2139166781MaRDI QIDQ3499434

Murray D. Smith

Publication date: 29 May 2008

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2007.00228.x

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (20)

Multivariate skew normal-based stochastic frontier models ⋮ A double-copula stochastic frontier model with dependent error components and correction for sample selection ⋮ Dependence modeling in stochastic frontier analysis ⋮ Endogenous environmental variables in stochastic frontier models ⋮ Asymmetric dependence in the stochastic frontier model using skew normal copula ⋮ The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem ⋮ A stochastic frontier regression model with dynamic frontier ⋮ Modelling multi-output stochastic frontiers using copulas ⋮ Robust maximum likelihood estimation of stochastic frontier models ⋮ A specification test for the composed error term in the stochastic frontier model ⋮ Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand ⋮ Nonparametric estimation of stochastic frontier models with weak separability ⋮ Inference in stochastic frontier analysis with dependent error terms ⋮ WITHDRAWN: ``Inference in stochastic frontier analysis with dependent error terms ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection ⋮ Sensitivity analysis of stochastic frontier analysis models ⋮ Analysis of ruin measures for the classical compound Poisson risk model with dependence ⋮ On random sets for inference in statistics and econometrics ⋮ Efficiency effects in a copula based stochastic frontier model ⋮ Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation

Uses Software

• Mathematica

Cites Work

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• The meta-elliptical distributions with given marginals
• A gamma-distributed stochastic frontier model
• An introduction to copulas.
• Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated
• On the recovery of joint distributions from limited information
• Horizontal inequity comparisons
• The special functions and their approximations. Vol. I, II
• Copula Modeling: An Introduction for Practitioners
• Modelling sample selection using Archimedean copulas
• Stochastic Frontier Analysis
• Understanding Relationships Using Copulas

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