Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models

By Efthymios G. Tsionas. 2000

51 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/79757b210e5d6708985a90dc2a5d071fd7cf4671

How researchers see this paper

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

In Management Science and Operations Research

1. Efthymios G. Tsionas
2. William H. Greene

In Statistics and Probability

1. Efthymios G. Tsionas
2. Athanasios Kottas
3. M. A. Rahman
4. Richard Gerlach
5. Dimitris Karlis
6. Lluís Bermúdez
7. Matt Taddy
8. Keming Yu

Citations in the corpus

• Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function (2000, unknown): “We note in passing at this point the work of Tsionas (2000) , who made considerable progress on the model in a Bayesian framework, but provided estimates of the posterior distribution of u, rather than direct estimation of the parameters.”
• Maximum likelihood estimation of stochastic frontier models by the Fourier transform (2012, methodology): “14 Instead, Kumbhakar and Tsionas (2004) resorted to numerical integration to compute the first moment of g.”
• Stochastic Frontier Models with Random Coefficients (2002, methodology): “The details of Bayesian efficiency analysis with gamma inefficiency in the traditional stochastic frontier model are provided in Tsionas (2000).”