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Chapter
A Hierarchical Panel Data Model for the Estimation of Stochastic Metafrontiers: Computational Issues and an Empirical Application
In the metafrontier literature, firms are put into groups, generally defined by technology or geography. Each group has its own technological frontier, and the metafrontier is the upper bound of these group fr...
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Article
Evaluating the cdf of the Skew Normal distribution
In this paper, we consider various methods for evaluating the cdf of the Skew Normal distribution. This distribution arises in the stochastic frontier model because it is the distribution of the composed error...
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Article
A new family of copulas, with application to estimation of a production frontier system
This paper makes two contributions. The first is to propose a new family of copulas for which the copula arguments are uncorrelated but dependent. Specifically, if w1 and w2 are the uniform random variables in th...
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Chapter and Conference Paper
A Survey of the Use of Copulas in Stochastic Frontier Models
Copulas are used to create joint distributions with specified marginal distributions. The copula models the dependence between the corresponding marginal random variables. In the normal case, the multivariate ...
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Article
A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers
This paper proposes a stochastic frontier model with three composed errors, and therefore six error components. As in the metafrontier literature, firms belong to groups with a group-specific frontier. A firm ...
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Article
Evaluating the CDF of the distribution of the stochastic frontier composed error
In the stochastic frontier model, the composed error is the sum (or difference) of a normal and a half normal random variable. Often the composed error is linked to other errors using a copula, and evaluation ...
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Article
A post-truncation parameterization of truncated normal technical inefficiency
In this paper we consider a stochastic frontier model in which the distribution of technical inefficiency is truncated normal. In standard notation, technical inefficiency u is distributed as N ...
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Article
Estimation and inference in parametric deterministic frontier models
In this paper we consider parametric deterministic frontier models. For example, the production frontier may be linear in the inputs, and the error is purely one-sided, with a known distribution such as expone...
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Article
Goodness of fit tests in stochastic frontier models
In this paper we discuss goodness of fit tests for the distribution of technical inefficiency in stochastic frontier models. If we maintain the hypothesis that the assumed normal distribution for statistical n...
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Article
Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics
Let u ≥ 0 be technical inefficiency, let z be a set of variables that affect u, and let δ be the parameters of this relationship. The model satisfies the scaling property if u(z, δ) can be written as a scaling fu...