Stochastic frontier models with time-varying conditional variances
Mike G. Tsionas, Subal C. Kumbhakar
| Year of publication: |
2021
|
|---|---|
| Authors: | Tsionas, Efthymios G. ; Kumbhakar, Subal |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 292.2021, 3 (1.8.), p. 1115-1132
|
| Subject: | Electricity distribution | GARCH errors | Monte Carlo experiments | Productivity and competitiveness | Stochastic frontier model | Technische Effizienz | Technical efficiency | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Elektrizitätswirtschaft | Electric power industry | Schätztheorie | Estimation theory | Produktivität | Productivity | Produktionsfunktion | Production function | ARCH-Modell | ARCH model |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 99, Issue 1, 16 May 2022, Seite 395 |
| Other identifiers: | 10.1016/j.ejor.2020.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012502428