Results 281 to 290 of about 14,688 (306)

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. Hence, xtsfkk performs better than standard panel frontier estimators such as xtfrontier that
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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 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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TESTING HETEROSCEDASTICITY ON STOCHASTIC FRONTIER MODELS

Revista Econômica do Nordeste, 1999
Este trabalho desenvolve um teste do tipo “Lagrange Multiplier” para testar a possibilidade de heterocedasticidade nos modelos de fronteira estocástica. O teste é desenvolvido após uma breve descrição das características desses e de alguns método de estimação.
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The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem

Statistics, 2021
Xiaonan Zhu, Tonghui Wang
exaly  

Type II failure and specification testing in the Stochastic Frontier Model

European Journal of Operational Research, 2021
Alecos Papadopoulos, Christopher F Parmeter   +1 more
exaly  

Bayesian analysis of stochastic frontier models

2001
In this chapter, we described a Bayesian approach to efficiency analysis using stochastic frontier models. With cross-sectional data and a log-linear frontier, a simple Gibbs sampler can be used to carry out Bayesian inference. In the case of a nonlinear frontier, more complicated posterior simulation methods are necessary.
Koop, Gary, Steel, Mark F.J.
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Consistent estimation of the fixed effects stochastic frontier model

Journal of Econometrics, 2014
Peter Schmidt, Hung-Jen Wang
exaly