On the influence of model setting on stochastic frontier analysis
Sign Up to like & getrecommendations! 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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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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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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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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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
A distribution-free stochastic frontier model with endogenous regressors
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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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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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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
Quantile stochastic frontier models with endogeneity
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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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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
Dynamic quantile stochastic frontier models
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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