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Volumn 8, Issue 2, 1997, Pages 167-182

Pitfalls of Normal-Gamma Stochastic Frontier Models

Author keywords

Identifiability; Least squares; Likelihood; Profile; Simulation

Indexed keywords


EID: 0001479142     PISSN: 0895562X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007751524050     Document Type: Article
Times cited : (117)

References (18)
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  • 2
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    • On a Formula for the Distribution of the Maximum Likelihood Estimator
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    • Barndorff-Nielsen, O.1
  • 3
    • 0001667622 scopus 로고
    • Inference on Full or Partial Parameters Based on the Standardized Signed Log Likelihood Ratio
    • Barndorff-Nielsen, O. (1986). "Inference on Full or Partial Parameters Based on the Standardized Signed Log Likelihood Ratio." Biometrika 73, 307-322.
    • (1986) Biometrika , vol.73 , pp. 307-322
    • Barndorff-Nielsen, O.1
  • 4
    • 38249036458 scopus 로고
    • A Tractable Likelihood Function for the Normal-Gamma Stochastic Frontier Model
    • Beckers, D. and C. Hammond. (1987). "A Tractable Likelihood Function for the Normal-Gamma Stochastic Frontier Model." Econometric Letters 24, 33-38.
    • (1987) Econometric Letters , vol.24 , pp. 33-38
    • Beckers, D.1    Hammond, C.2
  • 5
    • 0001635603 scopus 로고
    • Economics of Scale in US Electric Power Generation
    • Christensen, L. and R. Greene. (1976). "Economics of Scale in US Electric Power Generation." Journal of Political Economy 84, 653-667.
    • (1976) Journal of Political Economy , vol.84 , pp. 653-667
    • Christensen, L.1    Greene, R.2
  • 7
    • 44949289681 scopus 로고
    • A Gamma-Distributed Stochastic Frontier Model
    • Greene, W. (1990). "A Gamma-Distributed Stochastic Frontier Model." Journal of Econometrics 46, 141-163.
    • (1990) Journal of Econometrics , vol.46 , pp. 141-163
    • Greene, W.1
  • 9
    • 0039983232 scopus 로고
    • The Laplacian-t Approximation in Bayesian Inference
    • in press
    • Leonard, T., J. Hsu, and C. Ritter. (1994). "The Laplacian-t Approximation in Bayesian Inference." Statistica Sinica. in press.
    • (1994) Statistica Sinica
    • Leonard, T.1    Hsu, J.2    Ritter, C.3
  • 12
    • 0001183404 scopus 로고
    • Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
    • Meeusen, W. and J. van den Broeck. (1977). "Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error." International Economic Review 8, 435-444.
    • (1977) International Economic Review , vol.8 , pp. 435-444
    • Meeusen, W.1    Van Den Broeck, J.2
  • 13
    • 0041949755 scopus 로고
    • Profile methods
    • Institut de Statistique, Universié Catholique de Louvain, B-1348, Louvain-la-Neuve, Belgium
    • Ritter, C. and D. Bates. (1993). "Profile methods." Technical Report 93-31, Institut de Statistique, Universié Catholique de Louvain, B-1348, Louvain-la-Neuve, Belgium.
    • (1993) Technical Report 93-31
    • Ritter, C.1    Bates, D.2
  • 14
    • 0041448170 scopus 로고
    • Another look at the American Electrical Utility data
    • Institut de Statistique, Université Catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium
    • Ritter, C. and L. Simar. (1994). "Another look at the American Electrical Utility data." Technical report, Institut de Statistique, Université Catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium.
    • (1994) Technical Report
    • Ritter, C.1    Simar, L.2
  • 15
    • 49149143458 scopus 로고
    • Likelihood Functions for Generalized Stochastic Frontier Estimation
    • Stevenson, R. (1980). "Likelihood Functions for Generalized Stochastic Frontier Estimation." Journal of Econometrics 13, 57-66.
    • (1980) Journal of Econometrics , vol.13 , pp. 57-66
    • Stevenson, R.1
  • 17
    • 0001024471 scopus 로고
    • Approximate Marginal Densities of Nonlinear Functions
    • Tierney, L., R. Kass, and J. B. Kadane. (1989). "Approximate Marginal Densities of Nonlinear Functions." Biometrika 76, 425-433.
    • (1989) Biometrika , vol.76 , pp. 425-433
    • Tierney, L.1    Kass, R.2    Kadane, J.B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.