Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand

DOI10.1016/J.IJAR.2015.04.001zbMath1376.86008OpenAlexW2460903984MaRDI QIDQ897750

Songsak Sriboonchitta, Aree Wiboonpongse, Jianxu Liu, Thierry Denoeux

Publication date: 7 December 2015

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2015.04.001

zbMATH Keywords

copulatechnical efficiencystochastic frontiereconometrics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20) Geostatistics (86A32)

Related Items (7)

A double-copula stochastic frontier model with dependent error components and correction for sample selection ⋮ Dependence modeling in stochastic frontier analysis ⋮ Asymmetric dependence in the stochastic frontier model using skew normal copula ⋮ On multivariate asymmetric dependence using multivariate skew-normal copula-based regression ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection ⋮ Unnamed Item ⋮ Efficiency effects in a copula based stochastic frontier model

Uses Software

• CDVine

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to copulas.
• Formulation and estimation of stochastic frontier production function models
• Copula Modeling: An Introduction for Practitioners
• Stochastic frontier models with dependent error components
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Stochastic Frontier Analysis

This page was built for publication: Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand