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Essays on Stochastic Frontier Models
, 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 +2 more
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PERDAGANGAN INTERNASIONAL, INVESTASI ASING, DAN EFISIENSI PEREKONOMIAN NEGARA-NEGARA ASEAN
Buletin Ekonomi Moneter dan Perbankan, 2008 This research analyzes the impact of the international trade and the foreign investment on the efficiency of the host country. We apply two consecutive steps on the 5 ASEAN member countries data during the period of 1995 - 2005.
Rifai Afin +2 more
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Pseudolikelihood estimation of the stochastic frontier model [PDF]
Applied Economics, 2017 Discussion Paper / SFB 823;7 ...
Andor, Mark +2 more
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Revista de Economia e Sociologia Rural, 2013 The objective of this study is to estimate the levels of technical efficiency of the small pineapple farmers of Santander, Colombia, using the stochastic frontier approach. In addition, this study attempts to determine whether the acreage and some of the
Juan C. Trujillo, Wilman J. Iglesias
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Pitfalls of Normal-Gamma Stochastic Frontier Models [PDF]
Journal of Productivity Analysis, 1997 Although conceptually pleasing, normal-gamma frontier models lead to difficult estimation problems. It is shown here that unless the sample size reaches several thousands of observations the shape parameter of the gamma density is hard to estimate, and that this carries over to estimates of the stochastic frontier, the individual inefficiencies, and ...
RITTER, Christian, SIMAR, Leopold
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Econometric Approach to Company’s Production Potential Assessing Taking into Account Human Capital
Austrian Journal of Statistics, 2016 In furtherance of the production potential model of the company in which the notion of stochastic frontier is used the authors have developed an econometric model for assessing human capital (a major component of intellectual capital).
Sergey Aivazian, Mikhail Afanasiev
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A Gamma-distributed stochastic frontier model [PDF]
Journal of Econometrics, 1990 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Endogenous environmental variables in stochastic frontier models [PDF]
Journal of Econometrics, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amsler, Christine +2 more
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Ranking influencing factors on relative efficiency of banking industry [PDF]
Management Science Letters, 2013 Measuring the relative efficiency of banking industry has been one of the most interesting areas of research for the past few years. There are literally various techniques for measuring the relative performance of similar units such as banks including ...
Hadi Hematian +2 more
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Optimal dynamic mean-variance asset-liability management under the Heston model
Advances in Difference Equations, 2018 This paper studies a continuous-time mean-variance asset-liability management problem under the Heston model. Specifically, an asset-liability manager is allowed to invest in a risk-free asset and a risky asset whose price process is governed by the ...
Jian Pan, Zujin Zhang, Xiangying Zhou
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