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Quasi-Bayesian Inference for Production Frontiers

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  • Xiaobin Liu
  • Thomas Tao Yang
  • Yichong Zhang

Abstract

This article proposes to estimate and infer the production frontier by combining multiple first-stage extreme quantile estimates via the quasi-Bayesian method. We show the asymptotic properties of the proposed estimator and the validity of the inference procedure. The finite sample performance of our method is illustrated through simulations and an empirical application.

Suggested Citation

  • Xiaobin Liu & Thomas Tao Yang & Yichong Zhang, 2022. "Quasi-Bayesian Inference for Production Frontiers," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1334-1345, June.
    • Handle: RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1334-1345
    DOI: 10.1080/07350015.2021.1927745
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