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Essays on Stochastic Frontier Models [PDF]

, 2023
This thesis consists of three independent chapters. The first chapter “Bayesian Inference in Dynamic Panel Stochastic Frontier Models” proposes a new stochastic frontier model which accounts for the intertemporal production behaviour. The conceptualization is based on the notion that firms face production adjustment costs in the short run due to the ...
Jonuzaj, Mariol, Tsionas, Mike, Kang, David   +2 more
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A stochastic frontier regression model with dynamic frontier

Communications in Statistics - Simulation and Computation, 2020
We consider a stochastic frontier regression model with a time dependent efficiency process, which is assumed to follow an exponential autoregressive sequence.
T. V. Ramanathan, Neelabh Rohan, Bovas Abraham   +2 more
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Compression in stochastic frontier models

Annals of Tourism Research, 2021
•We develop a compressed SF model to account for heterogeneity.•We allow for cross-sectional and time-series variation in all coefficients.•We use Bayesian Compression to reduce the dimensionality of the parameter space.
Mike G. Tsionas, A. George Assaf
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Dynamic quantile stochastic frontier models

International Journal of Hospitality Management, 2020
This paper introduces the concept of dynamic quantile regression to the context of stochastic frontier models. We develop a Dynamic Quantile Stochastic Frontier (DQSF) in a Bayesian framework to take into account possible shifts of production (i.e. outputs) over time.
Assaf, A. George, Tsionas, Mike G., Kock, Florian   +2 more
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A Bayesian non-parametric stochastic frontier model

Annals of Tourism Research, 2021
In this paper, we introduce a new Bayesian non-parametric stochastic frontier (SF) model that addresses the endogeneity problem and relaxes problematic assumptions regarding functional form, and distributional properties. The model can be seen as a competitor to DEA.
Assaf, A. George, Tsionas, Mike, Kock, Florian, Josiassen, Alexander   +3 more
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Spatial Stochastic Frontier Models

2010
The stochastic frontier model with heterogeneous technical efficiency_x000D_ explained by exogenous variables is augmented with a sparse spatial autoregressive component for a cross-section data, and a spatial-temporal component for a panel data.
Josef Yap, Mari-Len Macasaquit, Kathrina Gonzales   +2 more
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Sensitivity analysis of stochastic frontier analysis models

Monte Carlo Methods and Applications, 2021
Abstract The efficiency measures of the Stochastic Frontier Analysis (SFA) models are dependent on distributional assumptions of the one-sided error or inefficiency term. Given the intent of earlier researchers in the evaluation of a single inefficiency distribution using Monte Carlo (MC) simulation, much attention has not been paid to ...
Kekoura Sakouvogui, Saleem Shaik, Curt Doetkott, Rhonda C. Magel   +3 more
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Semiparametric Bayesian inference for stochastic frontier models [PDF]

Journal of Econometrics, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jim E. Griffin, Mark F.J. Steel
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Semiparametric stochastic frontier models for clustered data

Computational Statistics & Data Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BELLIO, Ruggero, GRASSETTI, Luca
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Identifiability of the Stochastic Frontier Models [PDF]

, 2007
This paper examines the identifiability of the standard single-equation stochastic frontier models with uncorrelated and correlated error components giving, inter alia, mathematical content to the notion of “near-identifiability” of a statistical model.
Bandyopadhyay, Debdas, Das, Arabinda
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