Estimating a stochastic production frontier when the adjusted error is symmetric
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Publication:673190
DOI10.1016/S0165-1765(96)00857-9zbMath0900.90079OpenAlexW2074644213WikidataQ127352291 ScholiaQ127352291MaRDI QIDQ673190
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00857-9
Applications of statistics to economics (62P20) Applications of mathematical programming (90C90) Linear programming (90C05) Production theory, theory of the firm (91B38) Statistical methods; economic indices and measures (91B82)
Related Items (10)
Technological inefficiency and the skewness of the error component in stochastic frontier analysis ⋮ A Laplace stochastic frontier model ⋮ The “wrong skewness” problem in stochastic frontier models: A new approach ⋮ A review of bank efficiency and productivity ⋮ The ``wrong skewness problem: moment constrained maximum likelihood estimation of the stochastic frontier model ⋮ A specification test for the composed error term in the stochastic frontier model ⋮ Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis ⋮ A consistent bootstrap procedure for nonparametric symmetry tests ⋮ Quantile estimation of stochastic frontiers with the normal-exponential specification ⋮ Type II failure and specification testing in the stochastic frontier model
Cites Work
- A gamma-distributed stochastic frontier model
- Recent developments in DEA. The mathematical programming approach to frontier analysis
- A Monte Carlo study of estimators of stochastic frontier production functions
- Formulation and estimation of stochastic frontier production function models
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
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