A double-copula stochastic frontier model with dependent error components and correction for sample selection
نویسندگان
چکیده
منابع مشابه
A double-copula stochastic frontier model with dependent error components and correction for sample selection
In the standard stochastic frontier model with sample selection, the two components of the error term are assumed to be independent, and the joint distribution of the unobservable in the selection equation and the symmetric error term in the stochastic frontier equation is assumed to be bivariate normal. In this paper, we relax these assumptions by using two copula functions to model the depend...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2017
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2016.08.006