Search Results - subject:"stochastic frontier model"

Goodness of fit tests in stochastic frontier models

Wang, Wei; Amsler, Christine; Schmidt, Peter - In: Journal of Productivity Analysis 35 (2011) 2, pp. 95-118

Persistent link: https://www.econbiz.de/10008926067

Market Consolidation and Productivity Growth in U.S. Wireline Telecommunications: Stochastic Frontier Analysis vs. Malmquist Index

Seo, Daigyo; Featherstone, Allen; Weisman, Dennis; Gao, Yuan - In: Review of Industrial Organization 36 (2010) 3, pp. 271-294

Persistent link: https://www.econbiz.de/10008596731

Analyzing Productivity Growth: Evidence from China’s Manufacturing Industries

Liu, Tung; Li, Kui-Wai - Department of Economics, Ball State University - 2010

efficiency change. A stochastic frontier model is applied to the translog production function. The empirical findings show a …

Persistent link: https://www.econbiz.de/10008540806

Heterogeneity of technological regimes and banking efficiency in former socialist economies

Poghosyan, Tigran; Kumbhakar, Subal - In: Journal of Productivity Analysis 33 (2010) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10008480678

Likelihood ratio tests for model selection of stochastic frontier models

Lai, Hung-pin; Huang, Cliff - In: Journal of Productivity Analysis 34 (2010) 1, pp. 3-13

Persistent link: https://www.econbiz.de/10008526493

A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models

Ke, Peng-Hsuan; Tsay, Wen-Jen - Institute of Economics, Academia Sinica - 2010

to the true fixed effects stochastic frontier model of Greene (2005) after the fixed effects parameters are eliminated … frontier model of Greene (2005) with a time span T = 2. Gaussian quadrature procedure and simulation-based method is not re …This paper derives an analytic approximation formula for the likelihood function of the true random effects stochastic …

Persistent link: https://www.econbiz.de/10008765870

Frontier Techniques: Contrasting the Performance of (Single-)Truncated Order Regression Methods and Replicated Moments

Martins, Ana Paula - In: Journal of Economics and Econometrics 53 (2010) 2, pp. 75-93

This research contrasts three econometric alternatives for stochastic efficiency frontier analysis: order – inter-quantile – and inverse order regression under the assumption of truncated error term distribution, and replicated moment estimation. The demonstration departs from a simple...

Persistent link: https://www.econbiz.de/10008784333

Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method

Tsay, Wen-Jen; Huang, Cliff J.; Fu, Tsu-Tan; Ho, I-Lin - Institute of Economics, Academia Sinica - 2009

This paper takes issues with the appropriateness of applying the stochastic frontier analysis (SFA) technique to account for environmental effects and statistical noise in the popular three-stage data envelopment analysis (DEA). A correctly specified SFA model with a censored dependent variable...

Persistent link: https://www.econbiz.de/10008533413

Model selection in stochastic frontier analysis with an application to maize production in Kenya

Liu, Yanyan; Myers, Robert - In: Journal of Productivity Analysis 31 (2009) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10005678750

A Dynamic Conditionally Heteroscedastic Stochastic Frontier Model

Löthgren, Mickael - Economics Institute for Research (SIR), … - 1998

This paper presents a new dynamic ARCH-related conditionally heteroscedastic stochastic frontier model specification …

Persistent link: https://www.econbiz.de/10005423824