Search Results - subject:"Local maximum likelihood"

Categorical data in local maximum likelihood: theory and applications to productivity analysis

Park, Byeong; Simar, Léopold; Zelenyuk, Valentin - In: Journal of Productivity Analysis 43 (2015) 2, pp. 199-214

frontier model, truncated regression model, etc.) via the local maximum likelihood method, generalizing this method here to …

Persistent link: https://www.econbiz.de/10011241952

Technical efficiency of Kansas arable crop farms : a local maximum likelihood approach

Guesmi, Bouali; Serra, Teresa; Featherstone, Allen M. - In: Agricultural economics : the journal of the … 46 (2015) 6, pp. 703-713

Persistent link: https://www.econbiz.de/10011411268

Categorical data in local maximum likelihood : theory and applications to productivity analysis

Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Journal of productivity analysis 43 (2015) 2, pp. 199-214

Persistent link: https://www.econbiz.de/10011380319

Stochastic FDH/DEA estimators for Frontier Analysis

Simar, Leopold; Zelenyuk, Valentin - Kyiv School of Economics - 2008

theory of local maximum likelihood estimation and extends recent works of Park, Kumbhakar, Simar and Tsionas (2007) and Park …

Persistent link: https://www.econbiz.de/10005464577

Count data stochastic frontier models, with an application to the patents–R&D relationship

Fé, Eduardo; Hofler, Richard - In: Journal of Productivity Analysis 39 (2013) 3, pp. 271-284

This article introduces a new count data stochastic frontier model that researchers can use in order to study efficiency in production when the output variable is a count (so that its conditional distribution is discrete). We discuss parametric and nonparametric estimation of the model, and a...

Persistent link: https://www.econbiz.de/10010865945

Exploring the varying covariate effects in proportional odds models with censored data

Wang, Qihua; Tong, Xingwei; Sun, Liuquan - In: Journal of Multivariate Analysis 109 (2012) C, pp. 168-189

interact nonlinearly with an exposure variable for analysis of right-censored data. A local maximum likelihood approach is …

Persistent link: https://www.econbiz.de/10010572306

Stochastic FDH/DEA estimators for frontier analysis

Simar, Léopold; Zelenyuk, Valentin - In: Journal of Productivity Analysis 36 (2011) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009327469

LOCAL ESTIMATION OF DYNAMIC COPULA MODELS

MENDES, BEATRIZ V. M.; MELO, EDUARDO F. L. DE - In: International Journal of Theoretical and Applied … 13 (2010) 02, pp. 241-258

this paper we exploit this stylized fact combined with local maximum likelihood estimation of copula models to analyze the …

Persistent link: https://www.econbiz.de/10008467152

Nonlinear dynamical structural equation models

Zhang, Wenyang; Lee, Sik-Yum - In: Quantitative Finance 9 (2009) 3, pp. 305-314

relation between the variables involved. A local maximum likelihood-based estimation procedure is proposed. We investigate a …

Persistent link: https://www.econbiz.de/10004982260

The efficiency of Spanish arable crop organic farms, a local maximum likelihood approach

Serra, Teresa; Goodwin, Barry - In: Journal of Productivity Analysis 31 (2009) 2, pp. 113-124

Persistent link: https://www.econbiz.de/10005678728