Little attention has been given to the effects of functional form mis-specification on the estimation of stochastic frontier models and to the possibility of using backpropagation neural netwok as a flexible functional form to approximate the production or cost functions. This paper has two main...

Mikhail (1972a) found that estimated 2SLS biases, obtained through simulation using antithetic variables and control variate methods, were closer to each other than to Nagar's bias approximation to order T-1. As remarked by Kiviet and Phillips (1996), this result represents one of a very small...

This paper uses Monte Carlo experimentation to investigate the finite sample properties of the maximum likelihood (ML) estimators of the half-normal stochastic frontier production functions in the presence of heteroscedasticity. It is found that when heteroscedasticity exists correcting for it...