Stochastic frontier models with time-varying conditional variances
type: Item
instance of: scholarly article
title: Stochastic frontier models with time-varying conditional variances
zbMATH Open document ID: 1487.62159
author: Mike G. Tsionas
author: Subal C. Kumbhakar
published in: European Journal of Operational Research
publication date: 2021-06-07T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B38
Mathematics Subject Classification ID: 91B74
zbMATH DE Number: 7355996
zbMATH Keywords: productivity and competitiveness
zbMATH Keywords: stochastic frontier model
zbMATH Keywords: GARCH errors
zbMATH Keywords: Monte Carlo experiments
zbMATH Keywords: electricity distribution
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.11.008
OpenAlex ID: W3102475301
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DOI: 10.1016/J.EJOR.2020.11.008
description: scientific article; zbMATH DE number 7355996