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Using Copulas to Model Time Dependence in Stochastic Frontier Models
16 references·6 citing·23 second hop
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References

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  • 1977Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error6,244 cited
  • 1995A model for technical inefficiency effects in a stochastic frontier production function for panel data5,975 cited
  • 1982On the estimation of technical inefficiency in the stochastic frontier production function model3,446 cited
  • 1992Frontier production functions, technical efficiency and panel data: With application to paddy farmers in India2,865 cited
  • 2004Copula Methods in Finance2,013 cited
  • 2004Reconsidering heterogeneity in panel data estimators of the stochastic frontier model1,667 cited
  • 1989A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration1,641 cited
  • 1981The measurement and sources of technical inefficiency in the Indonesian weaving industry1,363 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
  • 1990Production frontiers, panel data, and time-varying technical inefficiency793 cited
  • 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package395 cited
  • 1995Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity390 cited
  • 2002Heteroscedasticity and Non-Monotonic Efficiency Effects of a Stochastic Frontier Model

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368 cited
  • 1996Confidence statements for efficiency estimates from stochastic frontier models216 cited
  • 2006Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics203 cited
  • Cited by

    • 2017Evaluating efficiencies of Chinese commercial banks in the context of stochastic multistage technologies48 cited
    • 2017The ‘wrong skewness’ problem: a re-specification of stochastic frontiers43 cited
    • 2012Maximum likelihood estimation of seemingly unrelated stochastic frontier regressions41 cited
    • 2018A Bayesian semiparametric approach to stochastic frontiers and productivity41 cited
    • 2012A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models39 cited
    • 2013Are all firms inefficient?35 cited