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Another Look at the American Electrical Utility Data

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Author Info

  • RITTER, Christian

    (CORE and Institut de Statistique, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium)

  • SIMAR, Léopold

    ()
    (CORE and Institut de Statistique, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium)

Abstract

The American electric utility data, which are frequently analyzed in the context of frontier models, can be explained by a linear model without inefficiencies. the observed maximum likelihood for this linear model is very mildly smaller than the maximum likelihood for more flexible stochastic frontier models and the log-likelihood-ratio statistic for an approxImate [chi. exp2] test of the simple least squares model against normal exponential and normal-gamma stochastic frontier models is far from significant.

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Bibliographic Info

Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1994007.

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Date of creation: 01 Jan 1994
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Handle: RePEc:cor:louvco:1994007

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Related research

Keywords: Exploratory data analysis; ordinary least squares; normal-gamma composed errors; maximum likelihood;

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Cited by:
  1. Behr, Andreas & Tente, Sebastian, 2008. "Stochastic frontier analysis by means of maximum likelihood and the method of moments," Discussion Paper Series 2: Banking and Financial Studies 2008,19, Deutsche Bundesbank, Research Centre.

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