Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models

Citations

Cited by:

1. Efthymios G. Tsionas, 2002. "Stochastic frontier models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 127-147.
   • Tsionas, E.G., 2001. "Stochastic Frontier Models with Random Coefficients," Athens University of Economics and Business 130, Athens University of Economics and Business, Department of International and European Economic Studies.
2. Vouldis, Angelos T. & Michaelides, Panayotis G. & Tsionas, Efthymios G., 2010. "Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML," Economic Modelling, Elsevier, vol. 27(3), pages 697-704, May.
3. William Greene, 2003. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Journal of Productivity Analysis, Springer, vol. 19(2), pages 179-190, April.
   • Greene, W.H., 2000. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," New York University, Leonard N. Stern School Finance Department Working Paper Seires 00-05, New York University, Leonard N. Stern School of Business-.
   • William H. Greene, 2000. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Working Papers 00-05, New York University, Leonard N. Stern School of Business, Department of Economics.
4. Hajargasht, Gholamreza & Rao, D.S. Prasada, 2019. "Multilateral index number systems for international price comparisons: Properties, existence and uniqueness," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 36-47.
   • Gholamreza Hajargasht & Prasada Rao, 2018. "Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness," Papers 1811.04197, arXiv.org, revised Dec 2018.
   • Gholamreza Hajargasht & D.S. Prasada Rao, 2019. "Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness," CEPA Working Papers Series WP032019, School of Economics, University of Queensland, Australia.
5. Carta, Alessandro & Steel, Mark F.J., 2012. "Modelling multi-output stochastic frontiers using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3757-3773.
6. A. Tonini, 2012. "A Bayesian stochastic frontier: an application to agricultural productivity growth in European countries," Economic Change and Restructuring, Springer, vol. 45(4), pages 247-269, November.
7. Caroline Khan & Mike G. Tsionas, 2021. "Constraints in models of production and cost via slack-based measures," Empirical Economics, Springer, vol. 61(6), pages 3347-3374, December.
8. Michaelides, Panayotis G. & Vouldis, Angelos T. & Tsionas, Efthymios G., 2010. "Globally flexible functional forms: The neural distance function," European Journal of Operational Research, Elsevier, vol. 206(2), pages 456-469, October.
9. Ho-chuan Huang, 2004. "Estimation of Technical Inefficiencies with Heterogeneous Technologies," Journal of Productivity Analysis, Springer, vol. 21(3), pages 277-296, May.
10. Guarini, Giulio & Laureti, Tiziana & Garofalo, Giuseppe, 2020. "Socio-institutional determinants of educational resource efficiency according to the capability approach: An endogenous stochastic frontier analysis," Socio-Economic Planning Sciences, Elsevier, vol. 71(C).
11. Tsionas, Mike G., 2021. "Optimal combinations of stochastic frontier and data envelopment analysis models," European Journal of Operational Research, Elsevier, vol. 294(2), pages 790-800.
12. Tsionas, Efthymios G., 2012. "Maximum likelihood estimation of stochastic frontier models by the Fourier transform," Journal of Econometrics, Elsevier, vol. 170(1), pages 234-248.
13. 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.
14. Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2022. "Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach," Empirical Economics, Springer, vol. 62(3), pages 1345-1363, March.
15. Preciado Arreola, José Luis & Johnson, Andrew L. & Chen, Xun C. & Morita, Hiroshi, 2020. "Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method," European Journal of Operational Research, Elsevier, vol. 287(2), pages 699-711.
16. Greene, William, 2001. "New Developments in the Estimation of Stochastic Frontier Models with Panel Data," Efficiency Series Papers 2001/06, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
17. Koop G., 2002. "Comparing the Performance of Baseball Players: A Multiple-Output Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 710-720, September.
    • Gary Koop, 2001. "Comparing the Performance of Baseball Players: A Multiple Output Approach," Edinburgh School of Economics Discussion Paper Series 72, Edinburgh School of Economics, University of Edinburgh.
18. Jim Griffin & Mark Steel, 2007. "Bayesian stochastic frontier analysis using WinBUGS," Journal of Productivity Analysis, Springer, vol. 27(3), pages 163-176, June.
    • Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, University Library of Munich, Germany.
19. Delis, Manthos & Iosifidi, Maria & Tsionas, Mike G, 2017. "Endogenous bank risk and efficiency," European Journal of Operational Research, Elsevier, vol. 260(1), pages 376-387.
20. James M. Sfiridis & Kenneth N. Daniels, 2004. "The Relative Cost Efficiency of Stock versus Mutual Thrifts: A Bayesian Approach," The Financial Review, Eastern Finance Association, vol. 39(1), pages 153-179, February.
21. Efthymios G. Tsionas & Panayotis G. Michaelides, 2016. "A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(3), pages 243-257, July.
22. Efthymios G. Tsionas, 2006. "Inference in dynamic stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 669-676.
    • Efthymios G. Tsionas, 2006. "Inference in dynamic stochastic frontier models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 669-676, July.
23. Simos G. Meintanis & Christos K. Papadimitriou, 2022. "Goodness--of--fit tests for stochastic frontier models based on the characteristic function," Journal of Productivity Analysis, Springer, vol. 57(3), pages 285-296, June.
24. Lambarraa, Fatima, 2011. "Dynamic Efficiency Analysis of Spanish Outdoor and Greenhouse Horticulture Sector," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114408, European Association of Agricultural Economists.
25. Tonini, Axel & Matus, Silvia Saravia & Gomez y Paloma, Sergio, 2011. "A Bayesian Total Factor Productivity Analysis of Tropical Agricultural Systems in Central-Western Africa And South-East Asia," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 116088, European Association of Agricultural Economists.
26. Lambarraa, Fatima, 2012. "The Spanish Horticulture Sector: A dynamic efficiency analysis of Outdoor and Greenhouse farms," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126797, International Association of Agricultural Economists.
27. Tsionas, Mike G., 2023. "Bayesian learning in performance. Is there any?," European Journal of Operational Research, Elsevier, vol. 311(1), pages 263-282.