Maximum Likelihood Estimator for Spatial Stochastic Frontier Models
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References listed on IDEAS
- Kelejian, Harry H & Prucha, Ingmar R, 1998.
"A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Han, Jaepil & Ryu, Deockhyun & Sickles, Robin, 2015. "How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model," Working Papers 15-015, Rice University, Department of Economics.
- Vidoli, Francesco & Cardillo, Concetta & Fusco, Elisa & Canello, Jacopo, 2016. "Spatial nonstationarity in the stochastic frontier model: An application to the Italian wine industry," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 153-164.
More about this item
Keywordsspatial stochastic frontier; maximum likelihood; efficiency; heterogeneity;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- L93 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Air Transportation
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-07 (All new papers)
- NEP-ECM-2013-01-07 (Econometrics)
- NEP-EFF-2013-01-07 (Efficiency & Productivity)
- NEP-ORE-2013-01-07 (Operations Research)
- NEP-URE-2013-01-07 (Urban & Real Estate Economics)
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