SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Maximum likelihood estimation of stochastic frontier models by the Fourier transform
16 references·2 citing·27 second hop
Maximum likelihood estimation of stochastic frontier models by the Fourier transform (2012)Maximum likelihood estimation of stochast…The Econometric Approach to Efficiency Analysis (2008)The Econometric Approach to E…Empirical Characteristic Function Estimation and Its Applications (2004)Empirical Characteristic Func…Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function (2003)Simulated Likelihood Estimati…Stochastic Frontier Analysis (2000)Stochastic Frontier AnalysisThe variation of certain speculative prices (1997)The variation of certain spec…Pitfalls of Normal-Gamma Stochastic Frontier Models (1997)Pitfalls of Normal-Gamma Stoc…The measurement of productive efficiency : techniques and applications (1993)The measurement of productive…Frontier Production Functions (1993)Frontier Production FunctionsRecent developments in the econometric estimation of frontiers (1990)Recent developments in the ec…A Gamma-distributed stochastic frontier model (1990)A Gamma-distributed stochasti…On the estimation of technical inefficiency in the stochastic frontier production function model (1982)On the estimation of technica…Likelihood functions for generalized stochastic frontier estimation (1980)Likelihood functions for gene…Formulation and estimation of stochastic frontier production function models (1977)Formulation and estimation of…Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error (1977)Efficiency Estimation from Co…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Stochastic Frontier Analysis: Foundations and Advances II (2020)Stochastic Frontier Analysis:…The Joint Measurement of Technical and Allocative Inefficiencies (2005)The Joint Measurement of Tech…The Measurement of Productive Efficiency (1957)A model for technical inefficiency effects in a stochastic frontier production function for panel data (1995)Estimation and inference in two-stage, semi-parametric models of production processes (2005)RECENT DEVELOPMENTS IN FRONTIER MODELLING AND EFFICIENCY MEASUREMENT (1995)Consistency Conditions for Regulatory Analysis of Financial Institutions: A Comparison of Frontier Efficiency Methods (1998)Efficiency in European banking (2001)An Introduction to Efficiency and Productivity Analysis (2005)Efficiency Estimation of Production Functions (1972)A survey of frontier production functions and of their relationship to efficiency measurement (1980)The dominance of inefficiencies over scale and product mix economies in banking (1991)Problem loans and cost efficiency in commercial banks (1997)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data (1988)Frontier production functions, technical efficiency and panel data: With application to paddy farmers in India (1992)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (2004)Data Envelopment Analysis (2007)Data envelopment analysis (DEA) – Thirty years on (2008)The efficiency of financial institutions: A review and preview of research past, present and future (1993)The consolidation of the financial services industry: Causes, consequences, and implications for the future (1999)The measurement of efficiency and productivity of health care delivery (2008)
this work references cited by second hop

References

  • 1977Formulation and estimation of stochastic frontier production function models10,129 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1977Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error6,244 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 2000Stochastic Frontier Analysis4,357 cited
  • 1982On the estimation of technical inefficiency in the stochastic frontier production function model3,446 cited
  • 1993The measurement of productive efficiency : techniques and applications1,322 cited
  • 2008The Econometric Approach to Efficiency Analysis1,216 cited
  • 1980Likelihood functions for generalized stochastic frontier estimation1,058 cited
  • 1990Recent developments in the econometric estimation of frontiers758 cited
  • 1990A Gamma-distributed stochastic frontier model753 cited
  • 1993Frontier Production Functions532 cited
  • 2003Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function179 cited
  • 2004Empirical Characteristic Function Estimation and Its Applications178 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1997Pitfalls of Normal-Gamma Stochastic Frontier Models173 cited
  • Cited by

    • 2005The Joint Measurement of Technical and Allocative Inefficiencies47 cited
    • 2020Stochastic Frontier Analysis: Foundations and Advances II45 cited