Endogeneity in stochastic frontier models: copula approach without external instruments

DOI10.1016/J.ECONLET.2015.05.026zbMath1364.62281OpenAlexW1866210145MaRDI QIDQ529786

Kien C. Tran, Efthymios G. Tsionas

Publication date: 9 June 2017

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

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/74587/2/CopulaSF_April_13_2015.pdf

zbMATH Keywords

maximum likelihoodcopula functionstochastic frontier modelendogenous regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Stochastic models in economics (91B70)

Related Items (10)

Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing ⋮ Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ Dependence modeling in stochastic frontier analysis ⋮ Technical and allocative inefficiency in production systems: a vine copula approach ⋮ Endogenous environmental variables in stochastic frontier models ⋮ On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors ⋮ A spatial stochastic frontier model with endogenous frontier and environmental variables ⋮ Technical and allocative efficiency in a panel stochastic production frontier system model ⋮ Maximum likelihood estimation of stochastic frontier models with endogeneity ⋮ A time-varying true individual effects model with endogenous regressors

Cites Work

• Battese-Coelli estimator with endogenous regressors
• An introduction to copulas.
• GMM estimation of stochastic frontier model with endogenous regressors
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