Small-sample properties of ML, COLS, and DEA estimators of frontier models in the presence of heteroscedasticity

European Journal of Operational Research

Volumn 108, Issue 1, 1998, Pages 140-148

  Bojanic, Antonio N ^a   Caudill, Steven B ^a   Ford, Jon M ^b  

^a AUBURN UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT ARLINGTON   (United States)

Author keywords

Data envelopment analysis; Regression; Stochastic frontier

Indexed keywords

LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; MEASUREMENT ERRORS; MONTE CARLO METHODS; PARAMETER ESTIMATION; RANDOM PROCESSES; REGRESSION ANALYSIS;

CORRECTED ORDINARY LEAST SQUARES; DATA ENVELOPMENT ANALYSIS; HETEROSCEDASTICITY; MAXIMUM LIKELIHOOD; SMALL SAMPLE PROPERTIES;

OPERATIONS RESEARCH;

EID: 0032121895     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0377-2217(97)00101-x     Document Type: Article

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