Maximum likelihood estimation of stochastic frontier models by the Fourier transform

Journal of Econometrics

Volumn 170, Issue 1, 2012, Pages 234-248

  Tsionas, Efthymios G ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Characteristic function; Fast Fourier transform; Generalized method of moments; Maximum likelihood; Moment generating function; Stochastic frontiers

Indexed keywords

ARBITRARY DEGREE; ASYMPTOTIC EFFICIENCY; BETA DISTRIBUTIONS; CHARACTERISTIC FUNCTIONS; CLOSED FORM; COMMERCIAL BANK; ERROR COMPONENTS; ERROR TERMS; GAMMA DISTRIBUTION; GAMMA-DISTRIBUTED; GENERALIZED METHOD OF MOMENTS; LATENT CLASS MODEL; LIKELIHOOD FUNCTIONS; LOG-LIKELIHOOD FUNCTIONS; MOMENT GENERATING FUNCTION; NORMAL FORM; STOCHASTIC FRONTIER; STOCHASTIC FRONTIER MODELS;

ELECTRIC UTILITIES; FAST FOURIER TRANSFORMS; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 84863990144     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.04.001     Document Type: Article

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