Stochastic frontier models with dependent error components

By Murray D. Smith. 2008

112 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6cc6b24ecef42931aff0e02b8a3bdca256d17a78

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Hélène Cossette
2. É. Marceau
3. Levent Kutlu
4. Mustafa Karakaplan
5. Christine E. Amsler
6. Artem Prokhorov
7. P. Schmidt
8. William E. Griffiths

In Management Science and Operations Research

1. Hélène Cossette
2. É. Marceau
3. Levent Kutlu
4. Fouad Marri
5. Mustafa Karakaplan
6. Yiqing Chen
7. Christine E. Amsler
8. Artem Prokhorov

Citations in the corpus

• Analysis of ruin measures for the classical compound Poisson risk model with dependence (2010, background): “Smith (2008) uses it in the context of stochastic frontiers. Due to its simplicity, several extensions were considered by various authors (see e.g. Drouet-Mari & Kotz (2001) for a review of the FGM copula and some its extensions).”
• Handling Endogeneity in Stochastic Frontier Analysis (2015, background): “Bandyopadhyay and Das (2006) and Smith (2008) are two examples relaxing the independence assumption and our empirical study illustrates a case where such an assumption can be tested in a similar framework.”
• Endogenous Environmental Variables In Stochastic Frontier Models (2017, unknown): “Smith (2008) has suggested using a copula to allow dependence between u i and v i in the basic stochastic frontier model, but the concept of endogeneity does not require such dependence.”