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  • CopulaSF_April_13_2015

    Rights statement: This is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, 133, 2015 DOI: 10.1016/j.econlet.2015.05.026

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Endogeneity in stochastic frontier models: copula approach without external instruments

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Endogeneity in stochastic frontier models: copula approach without external instruments. / Tran, Kien C.; Tsionas, Efthymios G.
In: Economics Letters, Vol. 133, 08.2015, p. 85-88.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Tran, KC & Tsionas, EG 2015, 'Endogeneity in stochastic frontier models: copula approach without external instruments', Economics Letters, vol. 133, pp. 85-88. https://doi.org/10.1016/j.econlet.2015.05.026

APA

Tran, K. C., & Tsionas, E. G. (2015). Endogeneity in stochastic frontier models: copula approach without external instruments. Economics Letters, 133, 85-88. https://doi.org/10.1016/j.econlet.2015.05.026

Vancouver

Tran KC, Tsionas EG. Endogeneity in stochastic frontier models: copula approach without external instruments. Economics Letters. 2015 Aug;133:85-88. Epub 2015 May 28. doi: 10.1016/j.econlet.2015.05.026

Author

Tran, Kien C. ; Tsionas, Efthymios G. / Endogeneity in stochastic frontier models : copula approach without external instruments. In: Economics Letters. 2015 ; Vol. 133. pp. 85-88.

Bibtex

@article{ad290de7eef744a8abe78c0a1b6a7049,
title = "Endogeneity in stochastic frontier models: copula approach without external instruments",
abstract = "This papers considers an alternative estimation procedures for estimating stochastic frontier models with endogenous regressors when no external instruments are available. The approach we propose is based on copula function to directly model the correlation between the endogenous regressors and the composed errors. Estimation of model parameters is done using maximum likelihood. Monte Carlo simulations are used to assess and compare the finite sample performances of the proposed estimation procedures.",
keywords = "Stochastic frontier model, Endogenous regressors, Copula function, Maximum likelihood",
author = "Tran, {Kien C.} and Tsionas, {Efthymios G.}",
note = "This is the author{\textquoteright}s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, 133, 2015 DOI: 10.1016/j.econlet.2015.05.026",
year = "2015",
month = aug,
doi = "10.1016/j.econlet.2015.05.026",
language = "English",
volume = "133",
pages = "85--88",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Endogeneity in stochastic frontier models

T2 - copula approach without external instruments

AU - Tran, Kien C.

AU - Tsionas, Efthymios G.

N1 - This is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, 133, 2015 DOI: 10.1016/j.econlet.2015.05.026

PY - 2015/8

Y1 - 2015/8

N2 - This papers considers an alternative estimation procedures for estimating stochastic frontier models with endogenous regressors when no external instruments are available. The approach we propose is based on copula function to directly model the correlation between the endogenous regressors and the composed errors. Estimation of model parameters is done using maximum likelihood. Monte Carlo simulations are used to assess and compare the finite sample performances of the proposed estimation procedures.

AB - This papers considers an alternative estimation procedures for estimating stochastic frontier models with endogenous regressors when no external instruments are available. The approach we propose is based on copula function to directly model the correlation between the endogenous regressors and the composed errors. Estimation of model parameters is done using maximum likelihood. Monte Carlo simulations are used to assess and compare the finite sample performances of the proposed estimation procedures.

KW - Stochastic frontier model

KW - Endogenous regressors

KW - Copula function

KW - Maximum likelihood

U2 - 10.1016/j.econlet.2015.05.026

DO - 10.1016/j.econlet.2015.05.026

M3 - Journal article

VL - 133

SP - 85

EP - 88

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

ER -