Using copulas to model time dependence in stochastic frontier models
Christine Amsler, Artem Prokhorov, and Peter Schmidt
| Year of publication: |
2014
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|---|---|
| Authors: | Amsler, Christine Elaine ; Prokhorov, Artem ; Schmidt, Peter |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 5/6, p. 497-522
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| Subject: | Copula | GMM | MLE | MSLE | MSM | Stochastic frontier | Multivariate Verteilung | Multivariate distribution | Technische Effizienz | Technical efficiency | Stochastischer Prozess | Stochastic process | Momentenmethode | Method of moments | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010360796