Efficient semiparametric estimation in stochastic frontier model
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- Park, B. U. & Simar, L., 1994. "Efficient semiparametric estimation in a stochastic frontier model," LIDAM Reprints CORE 1113, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Park, B.U. & Simar, L., 1992. "Efficient Semiparametric Estimation in Stochastic Frontier Model," Papers 9201, Catholique de Louvain - Institut de statistique.
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Cited by:
- Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010.
"Nonparametric density estimation for positive time series,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 245-261, February.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Nonparametric density estimation for positive time series," LIDAM Discussion Papers CORE 2006085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Tai-Hsin Huang & Tong-Liang Kao, 2006. "Joint estimation of technical efficiency and production risk for multi-output banks under a panel data cost frontier model," Journal of Productivity Analysis, Springer, vol. 26(1), pages 87-102, August.
- Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003.
"Semiparametric-efficient estimation of AR(1) panel data models,"
Journal of Econometrics, Elsevier, vol. 117(2), pages 279-309, December.
- Park, B.U. & Sickles, R.C. & Simar, L., 2000. "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Papers 0020, Catholique de Louvain - Institut de statistique.
- Byeong Park & Robin C. Sickles & Leopold Simar, 2000. "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Econometric Society World Congress 2000 Contributed Papers 1510, Econometric Society.
- Maruyama, Eduardo & Torero, Maximo & Scollard, Phoebe & Elías, Maribel & Mulangu, Francis & Seck, Abdoulaye, 2018. "Frontier analysis and agricultural typologies," Discussion Papers 270849, University of Bonn, Center for Development Research (ZEF).
- Léopold Simar & Paul W. Wilson, 2015.
"Statistical Approaches for Non-parametric Frontier Models: A Guided Tour,"
International Statistical Review, International Statistical Institute, vol. 83(1), pages 77-110, April.
- Simar, Leopold & Wilson, Paul, 2013. "Statistical Approaches for Nonparametric Frontier Models: A Guided Tour," LIDAM Discussion Papers ISBA 2013047, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Simar, Leopold & Wilson, Paul, 2015. "Statistical Approaches for Nonparametric Frontier Models: A Guided Tour," LIDAM Reprints ISBA 2015022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Peng Shi & Wei Zhang, 2011. "A copula regression model for estimating firm efficiency in the insurance industry," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(10), pages 2271-2287.
- Bekker, Paul A., 2002. "Exact inference for the linear model with groupwise heteroscedastic spherical disturbances," Journal of Econometrics, Elsevier, vol. 111(2), pages 285-302, December.
- Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2007.
"Semiparametric efficient estimation of dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 136(1), pages 281-301, January.
- Byeong U. Park & Robin C Sickles & Léopold Simar, 2002. "Semi parametric efficient estimation of dynamic panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-1, International Conferences on Panel Data.
- Griffin, J. E. & Steel, M. F. J., 2004.
"Semiparametric Bayesian inference for stochastic frontier models,"
Journal of Econometrics, Elsevier, vol. 123(1), pages 121-152, November.
- Jim E. Griffin & Mark F.J. Steel, 2002. "Semiparametric Bayesian Inference for Stochastic Frontier Models," Econometrics 0209001, University Library of Munich, Germany, revised 18 Sep 2002.
- I. Fraser & W. Horrace, 2003.
"Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates,"
Journal of Productivity Analysis, Springer, vol. 20(2), pages 169-190, September.
- Iain Fraser & William C. Horrace, 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Public Economics 0206001, University Library of Munich, Germany, revised 11 May 2003.
- Fraser, Iain & Horrace, William C., 2002. "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia 125084, Australian Agricultural and Resource Economics Society.
- Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
- Sickles, Robin C., 2005. "Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings," Journal of Econometrics, Elsevier, vol. 126(2), pages 305-334, June.
- Byeong Park & Seuck Song, 2007. "Comments on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 47-51, May.
- Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007.
"On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data,"
Journal of Productivity Analysis, Springer, vol. 28(3), pages 165-181, December.
- Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007. "On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data," Working Papers 0704, University of Crete, Department of Economics.
- William C. Horrace & Peter Schmidt, 2000. "Multiple comparisons with the best, with economic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-26.
- William C. Horrace & Peter Schmidt, 2002. "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics 0206006, University Library of Munich, Germany.
- Paul A. Bekker & E. C. Leertouwer, 2000. "Exact Inference for the Linear Model with Groupwise Heteroscedasticity," Econometric Society World Congress 2000 Contributed Papers 1760, Econometric Society.
- Gholamreza Hajargasht, 2003. "Semiparametric Estimation of Stochastic Frontiers A Bayesian Penalized Approach," CEPA Working Papers Series WP042003, School of Economics, University of Queensland, Australia.
More about this item
Keywords
Stochastic frontier model; semiparametric model; efficient estimation; information bound; panel data;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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