Quantile stochastic frontier models with endogeneity
Sign Up to like & getrecommendations! Published in 2020 at "Economics Letters"
DOI: 10.1016/j.econlet.2020.108964
Abstract: In this paper, we extend Jradi et al. (2019). First, we use the asymmetric Laplace distribution which is a more reasonable assumption in quantile models. Second, we address the issue of statistical inference for the… read more here.
Keywords: endogeneity quantile; frontier models; stochastic frontier; jradi 2019 ... See more keywords
Dynamic quantile stochastic frontier models
Sign Up to like & getrecommendations! Published in 2020 at "International Journal of Hospitality Management"
DOI: 10.1016/j.ijhm.2020.102588
Abstract: Abstract 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… read more here.
Keywords: dynamic quantile; model; frontier models; stochastic frontier ... See more keywords