Stochastic frontier models with time-varying conditional variances
Year of publication: |
2021
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Authors: | Tsionas, Efthymios G. ; Kumbhakar, Subal |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 292.2021, 3 (1.8.), p. 1115-1132
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Subject: | Electricity distribution | GARCH errors | Monte Carlo experiments | Productivity and competitiveness | Stochastic frontier model | Technische Effizienz | Technical efficiency | Theorie | Theory | Produktivität | Productivity | Stochastischer Prozess | Stochastic process | Produktionsfunktion | Production function | Elektrizitätswirtschaft | Electric power industry | Monte-Carlo-Simulation | Monte Carlo simulation | ARCH-Modell | ARCH model |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Corrigendum enthalten in: Volume 99, Issue 1, 16 May 2022, Seite 395 |
Other identifiers: | 10.1016/j.ejor.2020.11.008 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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