Search
Search Results
-
Normal-beta exponential stochastic frontier model: Maximum simulated likelihood approach
This paper considers the beta exponential distribution as a distribution function of inefficacy score in a stochastic frontier model. The beta...
-
On asymmetry and quantile estimation of the stochastic frontier model
Quantile regression has become common in applied economic research. Recently, these methods have been adapted for use with the stochastic frontier...
-
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
This paper proposes a semiparametric spatial autoregressive stochastic frontier model where the spatial lag on the dependent variable enters linearly...
-
Efficient estimation of true fixed-effects stochastic frontier models
Fixed-effects modeling has become the method of choice in several panel data settings, including models for stochastic frontier analysis. A notable...
-
Measuring productivity when technology is heterogeneous using a latent class stochastic frontier model
We examine an extension of the latent class stochastic frontier model (LCSFM) to productivity estimation and the decomposition of productivity change...
-
A note on functional form specification in random coefficients stochastic frontier models
This study presents a random coefficients stochastic frontier model that can accommodate the flexible translog functional form without being...
-
Trade efficiency under FTA for Thailand’s agricultural exports: copula-based gravity stochastic frontier model
This study investigated the trade efficiency and trade effects under Free Trade Agreements for Thailand’s agricultural exports. There are five main...
-
Endogeneity-corrected stochastic frontier with market imperfections
While the product and labour market imperfections reveal efficiency losses, they may influence technology adoption and its change, raising the...
-
On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model
Latent class and finite mixture stochastic frontier models have been proposed as a means of allowing either for technological heterogeneity or more...
-
Panel Stochastic Frontier Analysis with Positive Skewness
This paper focuses on solving the problem of technical efficiency estimation for panel data when residuals are right-skewed. Indeed, there is an...
-
Two-tiered stochastic frontier models: a Bayesian perspective
Bayesian methods have been well-studied in single-tiered stochastic frontier literature, but as of yet have not been proposed in a two-tiered...
-
An alternative corrected ordinary least squares estimator for the stochastic frontier model
The corrected ordinary least squares (COLS) estimator of the stochastic frontier model exploits the higher order moments of the OLS residuals to...
-
Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors
Advanced efficiency measurement methods usually fall within Stochastic Frontier Analysis (SFA), Data Envelopment Analysis (DEA), or their...
-
Semi-parametric modelling of inefficiencies in stochastic frontier analysis
We propose a novel penalized splines method to estimate a stochastic frontier model in which the frontier is linear and the inefficiency has a single...
-
Persistent and transient inefficiency in a spatial autoregressive panel stochastic frontier model
In this paper, we extend the four-component stochastic frontier model to allow for global spatial dependence via the endogenous spatial...
-
Spatial stochastic frontier model with endogenous weighting matrix
We propose a spatial autoregressive stochastic frontier model, which allows for endogenous weighting matrix (i.e., the spatial weighting matrix is...
-
Skewness-based test diagnosis of technical inefficiency in spatial autoregressive stochastic frontier models
In the Spatial Autoregressive (SAR) Stochastic Frontier (SF) model, the inefficiency term, which distinguishes it from the SAR model, can capture the...
-
The wrong skewness problem in stochastic frontier analysis: a review
We provide a review of the literature related to the “wrong skewness problem” in stochastic frontier analysis. We identify two distinct approaches,...
-
Decomposition of total factor productivity growth in Türkiye regions: a panel stochastic frontier approach
This paper presents total factor productivity (TFP) growth analysis with a panel Stochastic Frontier Approach (SFA) for 26 Türkiye regions from 2004...
-
Robustness in Stochastic Frontier Analysis
A number of recent studies have addressed the issue of robustness in the context of stochastic frontier analysis, and alternative models and...