A tractable likelihood function for the normal-gamma stochastic frontier model

DOI10.1016/0165-1765(87)90177-7zbMath1328.62606OpenAlexW1990892784MaRDI QIDQ899958

Christopher J. Hammond, Dominique E. Beckers

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90177-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items

Likelihood computation in the normal-gamma stochastic frontier model ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection ⋮ Maximum likelihood estimation of stochastic frontier models by the Fourier transform ⋮ Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods ⋮ A gamma-distributed stochastic frontier model ⋮ Stochastic frontier models. A Bayesian perspective

Cites Work

• Likelihood functions for generalized stochastic frontier estimation
• Maximum likelihood estimation of econometric frontier functions
• A survey of frontier production functions and of their relationship to efficiency measurement
• Formulation and estimation of stochastic frontier production function models
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