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FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model

Tsionas, Efthymios G.; Kumbhakar, Subal C. - In: Journal of Applied Econometrics 29 (2014) 1, pp. 110-132

SUMMARY This paper considers a panel data stochastic frontier model that disentangles unobserved firm effects (firm heterogeneity) from persistent (time‐invariant/long‐term) and transient (time‐varying/short‐term) technical inefficiency. The model gives us a four‐way error component...

Persistent link: https://www.econbiz.de/10011198393

Stochastic frontier analysis

Kumbhakar, Subal C.; Kumbhakar, Subal; Lovell, C. A. Knox - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10001372744

Efficiency measurement with the Weibull stochastic frontier

Tsionas, Efthymios G. - In: Oxford bulletin of economics and statistics 69 (2007) 5, pp. 693-706

Persistent link: https://www.econbiz.de/10003543905

Bayesian inference in regression with Pearson disturbances

Tsionas, Efthymios G. - In: Economics letters 118 (2013) 1, pp. 177-181

Persistent link: https://www.econbiz.de/10009706828

A medium-term macro forecast model for the Greek economy

Tsionas, Efthymios G. - In: The rebirth of Greek labor market : building toward …, (pp. 85-102). 2014

Persistent link: https://www.econbiz.de/10010467412

Maximum likelihood estimation of stochastic frontier models by the Fourier transform

Tsionas, Efthymios G. - In: Journal of econometrics 170 (2012) 1, pp. 234-248

Persistent link: https://www.econbiz.de/10009673106

Likelihood evidence on the asset returns puzzle

Tsionas, Efthymios G. - In: The review of economic studies 72 (2005) 3, pp. 917-946

Persistent link: https://www.econbiz.de/10002960502

Inference in dynamic stochastic frontier models

Tsionas, Efthymios G. - In: Journal of applied econometrics 21 (2006) 5, pp. 669-676

Persistent link: https://www.econbiz.de/10003360467

Exact solution of asset pricing models with arbitrary shock distributions

Tsionas, Efthymios G. - In: Journal of economic dynamics & control 27 (2003) 5, pp. 843-851

Persistent link: https://www.econbiz.de/10001719695

Another look at regional convergence in Greece

Tsionas, Efthymios G. - In: Regional studies 36 (2002) 6, pp. 603-609

Persistent link: https://www.econbiz.de/10001690483

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