Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms
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Publication:6579563
DOI10.1002/ASMB.2594MaRDI QIDQ6579563
Xinyu Wang, Shijie Jin, Yan Xu, Zhuqing Wang
Publication date: 25 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
- Confidence sets for the date of a single break in linear time series regressions
- Common breaks in means and variances for panel data
- A gamma-distributed stochastic frontier model
- Formulation and estimation of stochastic frontier production function models
- Stochastic frontier models. A Bayesian perspective
- Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression
- Bayesian Measures of Model Complexity and Fit
- A Bayesian Analysis for Change Point Problems
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