Results 271 to 280 of about 81,662 (309)

Markov switching stochastic frontier model

The Econometrics Journal, 2004
Summary: In this paper, we propose a new approach to stochastic frontier models, viz., a Markov switching structure to accommodate cross-sectional parameter heterogeneity and temporal variation in the parameters and technical inefficiency distributions.
Tsionas, Efthymios G., Kumbhakar, Subal C.   +1 more
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Generalized stochastic frontier production models

Economics Letters, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Semiparametric stochastic frontier models: A generalized additive model approach

European Journal of Operational Research, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Giancarlo Ferrara, Francesco Vidoli
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Stochastic frontier models with threshold efficiency

Journal of Productivity Analysis, 2013
This paper proposes a tail-truncated stochastic frontier model that allows for the truncation of technical efficiency from below. The truncation bound implies the inefficiency threshold for survival. Specifically, this paper assumes a uniform distribution of technical inefficiency and derives the likelihood function.
Sungwon Lee, Young Hoon Lee
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Stochastic frontier models with network selectivity

Journal of Productivity Analysis, 2018
Worker peer-effects and managerial selection have received limited attention in the stochastic frontier analysis literature. We develop a parametric production function model that allows for worker peer-effects in output and worker-level inefficiency that is correlated with a manager’s selection of worker teams.
William C. Horrace, Hyunseok Jung
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Stochastic frontier models with correlated effects

Journal of Productivity Analysis, 2019
In this paper we provide several new specifications within the true random effects model as well as stochastic frontiers models estimated with GLS and MLE that enrich modeling choices when distinguishing between heterogeneity and efficiency. The main feature of the proposed specifications is that they enlarge the set of heterogeneity covariates beyond ...
Giannis Karagiannis, Magnus Kellermann
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Panel stochastic frontier models with endogeneity

The Stata Journal: Promoting communications on statistics and Stata, 2022
In this article, I introduce xtsfkk as a new command for fitting panel stochastic frontier models with endogeneity. The advantage of xtsfkk is that it can control for the endogenous variables in the frontier and the inefficiency term in a longitudinal setting.
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Stochastic Frontier Models for Discrete Output Variables

2019
This chapter reviews recent contributions to the area of stochastic frontiers models (SFM) for the analysis of discrete outcomes. More specifically, we discuss models for binary indicators (probit-SFM), ordered categorical data (ordered logit SMF) and discrete outcomes (Poisson SFM).
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A Non-Linear Stochastic Frontier Model

SSRN Electronic Journal, 2013
This paper develops a non-linear stochastic frontier (SF) model. The main advantage of this model over standard SF models is that the model does not need an assumption for the distributional form of the inefficiency component. Another advantage of the developed model is that it can be used to estimate profit functions consistently since it allows for ...
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Spatial stochastic frontier models

2017
Stochastic frontier models are one of the most frequently used approaches for estimating production function parameters and individual levels of inefficiency. It is a parametric approach and therefore depends heavily on the distribution assumptions of errors in the model.
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