A gamma-distributed stochastic frontier model

DOI10.1016/0304-4076(90)90052-UzbMath0713.62110OpenAlexW2000211546MaRDI QIDQ750072

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90052-u

zbMATH Keywords

method of moments ordinary least squares stochastic frontier model Maximum-likelihood estimation corrected OLS estimator estimation of firm-specific inefficiency estimates two-parameter gamma distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38) Probabilistic methods, stochastic differential equations (65C99)

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