A Dynamic Conditionally Heteroscedastic Stochastic Frontier Model
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References listed on IDEAS
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More about this item
KeywordsConditional Heteroscedasticity; Panel Data; Stochastic Frontier Model; Technical Inefficiency;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
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