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   Articles with "stochastic frontier" as a keyword



On the influence of model setting on stochastic frontier analysis

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recommendations! Published in 2020 at "Mathematical Methods in the Applied Sciences"

DOI: 10.1002/mma.6730

Abstract: This article deals with the comparison of technical efficiency results through various stochastic frontier analysis models. Effects of model type, possible frontier shift, distribution of inefficiency term, different output variable, and estimator selection were explored.… read more here.

Keywords: frontier analysis; frontier; efficiency; stochastic frontier ... See more keywords

Measuring the effect of management on production: a two-tier stochastic frontier approach

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recommendations! Published in 2020 at "Empirical Economics"

DOI: 10.1007/s00181-020-01946-9

Abstract: We revisit the production frontier of a firm and we examine the effects that the firm’s management has on output. In order to estimate these effects using a cross-sectional sample while avoiding the costly requirement… read more here.

Keywords: two tier; management; stochastic frontier; tier stochastic ... See more keywords

Estimation and testing of stochastic frontier models using variational Bayes

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recommendations! Published in 2018 at "Journal of Productivity Analysis"

DOI: 10.1007/s11123-018-0531-0

Abstract: We show how a wide range of stochastic frontier models can be estimated relatively easily using variational Bayes. We derive approximate posterior distributions and point estimates for parameters and inefficiency effects for (a) time invariant… read more here.

Keywords: variational bayes; using variational; estimation testing; frontier models ... See more keywords

Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model

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recommendations! Published in 2018 at "Journal of Productivity Analysis"

DOI: 10.1007/s11123-018-0540-z

Abstract: This paper introduces new spatial stochastic frontier models to examine Spanish provinces’ efficiency and its evolution over the period 2000–2013. We use a heteroscedastic version of the spatial stochastic frontier models introduced by Glass et… read more here.

Keywords: heterogeneous spillovers; spatial dependence; spatial stochastic; model ... See more keywords

Robust stochastic frontier analysis: a Student’s t-half normal model with application to highway maintenance costs in England

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recommendations! Published in 2019 at "Journal of Productivity Analysis"

DOI: 10.1007/s11123-018-0541-y

Abstract: The presence of outliers in the data has implications for stochastic frontier analysis, and indeed any performance analysis methodology, because they may lead to imprecise parameter estimates and, crucially, lead to an exaggerated spread of… read more here.

Keywords: stochastic frontier; model; distribution; half normal ... See more keywords

“Wrong” skewness and endogenous regressors in stochastic frontier models: an instrument-free copula approach with an application to estimate firm efficiency in Vietnam

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recommendations! Published in 2024 at "Journal of Productivity Analysis"

DOI: 10.1007/s11123-024-00722-6

Abstract: Stochastic frontier models commonly assume positively skewed inefficiency. However, if the data speak against this assumption, sample-failure problems are often cited, but less attention is paid to economic reasons. We consider this phenomenon as a… read more here.

Keywords: wrong skewness; instrument free; frontier models; endogenous regressors ... See more keywords
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A distribution-free stochastic frontier model with endogenous regressors

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recommendations! Published in 2018 at "Economics Letters"

DOI: 10.1016/j.econlet.2017.12.026

Abstract: Abstract We provide a guideline for estimating a distribution-free panel data stochastic frontier model in the presence of endogenous variables. In particular, we consider variations of the within estimator of Cornwell et al. (1990) to allow… read more here.

Keywords: endogenous regressors; distribution free; frontier model; stochastic frontier ... See more keywords

Local influence analysis of stochastic frontier estimation: A case-weights perturbation approach

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recommendations! Published in 2018 at "Economics Letters"

DOI: 10.1016/j.econlet.2018.01.008

Abstract: Abstract The local influence analysis of the stochastic frontier model estimation is explored under the case-weights perturbation scheme, which is based on the theory of differential geometry. These local influence analysis procedures are illustrated using… read more here.

Keywords: influence; analysis; influence analysis; analysis stochastic ... See more keywords

Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: A semiparametric approach

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recommendations! Published in 2018 at "Economics Letters"

DOI: 10.1016/j.econlet.2018.02.015

Abstract: Abstract In this paper we propose a zero-inefficiency stochastic frontier model with a simple semiparametric approach using panel data. We model the frontier with a smooth coefficient function and specify a nonzero conditional probability for… read more here.

Keywords: model; semiparametric approach; stochastic frontier; smooth coefficient ... See more keywords
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Quantile stochastic frontier models with endogeneity

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recommendations! 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

Quantile estimation of stochastic frontier models with the normal–half normal specification: A cumulative distribution function approach

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recommendations! Published in 2021 at "Economics Letters"

DOI: 10.1016/j.econlet.2021.109998

Abstract: Abstract In this paper, based on the cumulative distribution function (CDF) method (Jradi et al., 2021) for finding the optimal quantile when estimating stochastic frontier models (SFM) with normal–exponential composite error term, we derive an expression… read more here.

Keywords: stochastic frontier; cumulative distribution; frontier models; normal half ... See more keywords