Stochastic Frontier Models With Correlated Error Components
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- Debdas Bandyopadhyay & Arabinda Das, 2006. "On measures of technical inefficiency and production uncertainty in stochastic frontier production model with correlated error components," Journal of Productivity Analysis, Springer, vol. 26(2), pages 165-180, October.
More about this item
KeywordsStochastic Frontier model; Copula; Copula approach; Sklar's theorem; Families of copulas; Spearman's rho.;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-30 (All new papers)
- NEP-ECM-2004-10-30 (Econometrics)
- NEP-ETS-2004-10-30 (Econometric Time Series)
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