Number of the records: 1
Dependence modeling in stochastic frontier analysis
- 1.
SYSNO ASEP 0559340 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Dependence modeling in stochastic frontier analysis Author(s) Mamonov, Mikhail (NHU-C)
Parmeter, C. F. (US)
Prokhorov, A. (RU)Source Title Dependence Modeling. - : Walter de Gruyter - ISSN 2300-2298
Roč. 10, č. 1 (2022), s. 123-144Number of pages 22 s. Language eng - English Country PL - Poland Keywords efficiency ; productivity ; panel data Subject RIV AH - Economics OECD category Applied Economics, Econometrics Method of publishing Open access Institutional support NHU-C - Cooperatio-COOP UT WOS 000799191000003 EID SCOPUS 85131005963 DOI 10.1515/demo-2022-0107 Annotation This review covers several of the core methodological and empirical developments surrounding stochastic frontier models that incorporate various new forms of dependence. Such models apply naturally to panels where cross-sectional observations on firm productivity correlate over time, but also in situations where various components of the error structure correlate between each other and with input variables. Ignoring such dependence patterns is known to lead to severe biases in the estimates of production functions and to incorrect inference. Workplace Economics Institute - CERGE Contact Tomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122 Year of Publishing 2023 Electronic address https://doi.org/10.1515/demo-2022-0107
Number of the records: 1