Maximum likelihood estimation of stochastic frontier models by the Fourier transform
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of stochastic frontier models by the Fourier transform
zbMATH Open document ID: 1443.62510
author: Efthymios G. Tsionas
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary
full work available at URL: S0304407612000796
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6714755
zbMATH Keywords: stochastic frontiers
zbMATH Keywords: moment generating function
zbMATH Keywords: characteristic function
zbMATH Keywords: fast Fourier transform
zbMATH Keywords: maximum likelihood
zbMATH Keywords: generalized method of moments
MaRDI profile type: Publication
OpenAlex ID: W2169727885
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DOI: 10.1016/J.JECONOM.2012.04.001
description: scientific article; zbMATH DE number 6714755