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On the Use of Panel Data in Bayesian Stochastic Frontier Models

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  • Fernández, C.
  • Osiewalski, J.
  • Steel, M.F.J.

    (Tilburg University, School of Economics and Management)

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  • Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996. "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Other publications TiSEM d27e7bcf-bb16-457a-934a-a, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:d27e7bcf-bb16-457a-934a-ab6fa8b4c0ec
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    References listed on IDEAS

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    1. John Geweke, "undated". "Posterior Simulators in Econometrics," Computing in Economics and Finance 1996 _019, Society for Computational Economics.
    2. KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark, 1995. "The Components of Output Growth : A Cross-Country Analysis," LIDAM Discussion Papers CORE 1995003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-346, July.
    4. Meeusen, Wim & van den Broeck, Julien, 1977. "Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 435-444, June.
    5. MOUCHART, Michel, 1976. "A note on Bayes theorem," LIDAM Reprints CORE 253, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Schmidt, Peter & Sickles, Robin C, 1984. "Production Frontiers and Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 367-374, October.
    7. van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994. "Stochastic frontier models : A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 61(2), pages 273-303, April.
    8. Jacek Osiewalski & Mark Steel, 1998. "Numerical Tools for the Bayesian Analysis of Stochastic Frontier Models," Journal of Productivity Analysis, Springer, vol. 10(1), pages 103-117, July.
    9. Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter, 1982. "On the estimation of technical inefficiency in the stochastic frontier production function model," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 233-238, August.
    10. Kumbhakar, Subal C., 1990. "Production frontiers, panel data, and time-varying technical inefficiency," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 201-211.
    11. Stevenson, Rodney E., 1980. "Likelihood functions for generalized stochastic frontier estimation," Journal of Econometrics, Elsevier, vol. 13(1), pages 57-66, May.
    12. Pitt, Mark M. & Lee, Lung-Fei, 1981. "The measurement and sources of technical inefficiency in the Indonesian weaving industry," Journal of Development Economics, Elsevier, vol. 9(1), pages 43-64, August.
    13. Greene, William H., 1990. "A Gamma-distributed stochastic frontier model," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 141-163.
    14. Cornwell, Christopher & Schmidt, Peter & Sickles, Robin C., 1990. "Production frontiers with cross-sectional and time-series variation in efficiency levels," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 185-200.
    15. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
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    Cited by:

    1. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 489-515.

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