A platform for research: civil engineering, architecture and urbanism
A platform for research: civil engineering, architecture and urbanism
On the estimation of spatial stochastic frontier models: an alternative skew-normal approach
https://orcid.org/0000-0002-1782-9742
Abstract This paper deals with an alternative approach to combine spatial dependence and stochastic frontier models using a large statistical literature on skew-normal distribution functions. I show how to combine a spatial dependence structure with a stochastic frontier model, that is, (1) straightforward to estimate, (2) able to combine spatial dependence and a technical efficiency term in a single error term, and (3) produce consistent estimates. With smaller sample sizes estimation of the parameter, governing technical efficiencies becomes imprecise. The consistency of parameter estimation is shown using simulations, and I provide an empirical application to estimate spatially correlated technical efficiencies within an European regional production function context.
On the estimation of spatial stochastic frontier models: an alternative skew-normal approach
https://orcid.org/0000-0002-1782-9742
Abstract This paper deals with an alternative approach to combine spatial dependence and stochastic frontier models using a large statistical literature on skew-normal distribution functions. I show how to combine a spatial dependence structure with a stochastic frontier model, that is, (1) straightforward to estimate, (2) able to combine spatial dependence and a technical efficiency term in a single error term, and (3) produce consistent estimates. With smaller sample sizes estimation of the parameter, governing technical efficiencies becomes imprecise. The consistency of parameter estimation is shown using simulations, and I provide an empirical application to estimate spatially correlated technical efficiencies within an European regional production function context.
On the estimation of spatial stochastic frontier models: an alternative skew-normal approach
https://orcid.org/0000-0002-1782-9742
Abstract This paper deals with an alternative approach to combine spatial dependence and stochastic frontier models using a large statistical literature on skew-normal distribution functions. I show how to combine a spatial dependence structure with a stochastic frontier model, that is, (1) straightforward to estimate, (2) able to combine spatial dependence and a technical efficiency term in a single error term, and (3) produce consistent estimates. With smaller sample sizes estimation of the parameter, governing technical efficiencies becomes imprecise. The consistency of parameter estimation is shown using simulations, and I provide an empirical application to estimate spatially correlated technical efficiencies within an European regional production function context.
On the estimation of spatial stochastic frontier models: an alternative skew-normal approach
de Graaff, Thomas (author)
2019
Article (Journal)
English
On the estimation of spatial stochastic frontier models: an alternative skew-normal approach
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