메뉴 건너뛰기




Volumn 16, Issue 4, 2001, Pages 559-575

Posterior analysis of stochastic frontier models with truncated normal errors

Author keywords

Bayesian analysis; Efficiency; Gibbs sampling; Stochastic frontier model; Truncated normal distribution

Indexed keywords


EID: 0035561816     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/s180-001-8330-0     Document Type: Article
Times cited : (2)

References (30)
  • 1
    • 49449120922 scopus 로고
    • Formulation and estimation of stochastic frontier production function models
    • Aigner, D., Knox-Lovell, C.A. and Schmidt, P., 1977, Formulation and estimation of stochastic frontier production function models. Journal of Econometrics, 6, 21-37.
    • (1977) Journal of Econometrics , vol.6 , pp. 21-37
    • Aigner, D.1    Knox-Lovell, C.A.2    Schmidt, P.3
  • 2
    • 44949289174 scopus 로고
    • Recent developments in the econometric estimation of frontiers
    • Bauer, P.W., 1990, Recent developments in the econometric estimation of frontiers. Journal of Econometrics, 46, 39-56.
    • (1990) Journal of Econometrics , vol.46 , pp. 39-56
    • Bauer, P.W.1
  • 9
    • 84972492387 scopus 로고
    • Inference from iterative simulation using multiple sequences
    • Gelman, A. and Rubin, D., 1992, Inference from iterative simulation using multiple sequences. Statistical Science, 7, 457-511.
    • (1992) Statistical Science , vol.7 , pp. 457-511
    • Gelman, A.1    Rubin, D.2
  • 10
    • 84972511893 scopus 로고
    • Practical Markov Chain Monte Carlo
    • Geyer, C.J., 1992, Practical Markov Chain Monte Carlo. Statistical Science, 7, 473-511.
    • (1992) Statistical Science , vol.7 , pp. 473-511
    • Geyer, C.J.1
  • 11
    • 0001878857 scopus 로고
    • Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints
    • E.M. Keramidas and S.M. Kaufman (eds.), Interface Foundation of North America
    • rd Symposium on the Interface, E.M. Keramidas and S.M. Kaufman (eds.), Interface Foundation of North America.
    • (1991) rd Symposium on the Interface
    • Geweke, J.1
  • 12
    • 0001032163 scopus 로고
    • Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments
    • J.M. Bernardo, A.F.M. Smith, A.P. Dawid and J.O. Berger (eds), New York: Oxford University Press
    • Geweke, J., 1992, Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments, in J.M. Bernardo, A.F.M. Smith, A.P. Dawid and J.O. Berger (eds), Bayesian Statistics 4, 169-193, New York: Oxford University Press.
    • (1992) Bayesian Statistics , vol.4 , pp. 169-193
    • Geweke, J.1
  • 13
    • 44949289681 scopus 로고
    • A gamma-distributed stochastic frontier model
    • Greene, W.H., 1990, A gamma-distributed stochastic frontier model. Journal of Econometrics, 46, 141-163.
    • (1990) Journal of Econometrics , vol.46 , pp. 141-163
    • Greene, W.H.1
  • 14
    • 0003094690 scopus 로고
    • The econometric approach to efficiency analysis
    • H.O. Fried, C.A.K. Lovell and S.S. Schmidt (eds), Oxford: Oxford University Press
    • Greene, W.H., 1993, The econometric approach to efficiency analysis, in H.O. Fried, C.A.K. Lovell and S.S. Schmidt (eds), The measurement of productive efficiency: Techniques and applications, Oxford: Oxford University Press.
    • (1993) The Measurement of Productive Efficiency: Techniques and Applications
    • Greene, W.H.1
  • 17
    • 21844520451 scopus 로고
    • Posterior analysis of stochastic frontier models using Gibbs sampling
    • Koop, G., Steel, M.F.J. and Osiewalski, J., 1995, Posterior analysis of stochastic frontier models using Gibbs sampling. Computational Statistics, 10, 353-373.
    • (1995) Computational Statistics , vol.10 , pp. 353-373
    • Koop, G.1    Steel, M.F.J.2    Osiewalski, J.3
  • 18
    • 0001183404 scopus 로고
    • Efficiency estimation from Cobb-Douglas production functions with composed error
    • Meeusen, W. and van den Broeck, J., 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
  • 19
    • 0032372688 scopus 로고    scopus 로고
    • Numerical tools for the Bayesian analysis of stochastic frontier models
    • Osiewalski, J. and Steel, M.F.J., 1998, Numerical tools for the Bayesian analysis of stochastic frontier models. Journal of Productivity Analysis, 10, 103-117.
    • (1998) Journal of Productivity Analysis , vol.10 , pp. 103-117
    • Osiewalski, J.1    Steel, M.F.J.2
  • 22
    • 0001479142 scopus 로고    scopus 로고
    • Pitfalls of normal-gamma stochastic frontier models
    • Ritter, C. and Simar, L., 1997, Pitfalls of Normal-Gamma Stochastic Frontier Models. Journal of Productivity Analysis 8, 167-182.
    • (1997) Journal of Productivity Analysis , vol.8 , pp. 167-182
    • Ritter, C.1    Simar, L.2
  • 23
    • 43949153069 scopus 로고
    • Simple conditions for the convergence of the Gibbs sampler and Hastings-Metropolis algorithms
    • Roberts, C.O., and Smith, A.F.M., 1994, Simple conditions for the convergence of the Gibbs sampler and Hastings-Metropolis algorithms. Stochastic Processes and their Applications, 49, 207-216.
    • (1994) Stochastic Processes and Their Applications , vol.49 , pp. 207-216
    • Roberts, C.O.1    Smith, A.F.M.2
  • 24
    • 0003053548 scopus 로고
    • Bayesian computation via the Gibbs sampler and related Markov Chain Monte Carlo methods
    • Smith, A.F.M. and Roberts, C.O., 1993, Bayesian computation via the Gibbs sampler and related Markov Chain Monte Carlo methods. Journal of the Royal Statistical Society, B55, 3-23.
    • (1993) Journal of the Royal Statistical Society , vol.B55 , pp. 3-23
    • Smith, A.F.M.1    Roberts, C.O.2
  • 25
    • 49149143458 scopus 로고
    • Likelihood functions for generalized stochastic frontier estimation
    • Stevenson, R.E., 1990, Likelihood functions for generalized stochastic frontier estimation. Journal of Econometrics, 13, 57-66.
    • (1990) Journal of Econometrics , vol.13 , pp. 57-66
    • Stevenson, R.E.1
  • 26
    • 84950758368 scopus 로고
    • The calculation of posterior distributions by data augmentation
    • with discussion
    • Tanner, M.A., and Wong, W.H., 1987, The calculation of posterior distributions by data augmentation (with discussion). Journal of the American Statistical Association, 82, 528-550.
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 528-550
    • Tanner, M.A.1    Wong, W.H.2
  • 27
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • Tierney, L., 1994, Markov chains for exploring posterior distributions (with discussion). Annals of Statistics, 22, 1701-1762.
    • (1994) Annals of Statistics , vol.22 , pp. 1701-1762
    • Tierney, L.1
  • 28
    • 0034396444 scopus 로고    scopus 로고
    • Full likelihood inference in normal-gamma stochastic frontier models
    • Tsionas, E.G., 2000, Full likelihood inference in normal-gamma stochastic frontier models. Journal of Productivity Analysis, 13, 179-201.
    • (2000) Journal of Productivity Analysis , vol.13 , pp. 179-201
    • Tsionas, E.G.1
  • 30
    • 0040668885 scopus 로고
    • Adaptive rejection sampling from log-concave densities
    • Wild, P. and W.R Gilks, 1993. Adaptive rejection sampling from log-concave densities. Applied Statistics, 42, 117-126.
    • (1993) Applied Statistics , vol.42 , pp. 117-126
    • Wild, P.1    Gilks, W.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.