Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/142598 
Autor:innen: 
Erscheinungsjahr: 
2010
Schriftenreihe/Nr.: 
EERI Research Paper Series No. 37/2010
Verlag: 
Economics and Econometrics Research Institute (EERI), Brussels
Zusammenfassung: 
This research contrasts three econometric alternatives for stochastic efficiency frontier analysis: order – inter-quantile – and inverse order regression under the assumption of truncated error term distribution, and replicated moment estimation. The demonstration departs from a simple linear regression form of the effective frontier; truncated (at zero) errors are then added to it for simulation purposes. For order regression, experiments with the standard normal, uniform, exponential, Cauchy and logistic error terms are provided. For complex error structures we rely on normal distributions only. The three alternatives would perform satisfactorily for simple error disturbances, especially if they are normal. With more than one residual added to the dependent variable, the weight of the unrestricted range one can blur the conclusions regarding observation efficiency.
Schlagwörter: 
Stochastic Frontier Model
Generalized Method of Order Statistics
Minimum Distance Method of Order Statistics
Inverse Order Regression
Replicated Moments
Linear Models
JEL: 
C24
C10
Dokumentart: 
Working Paper

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