نتایج جستجو برای: stochastic frontier function

تعداد نتایج: 1331631  

2005
Efthymios G. Tsionas

The paper is concerned with several kinds of stochastic frontier models whose likelihood function is not available in closed form. First, with output-oriented stochastic frontier models whose one-sided errors have a distribution other than the standard ones (exponential or half-normal). The gamma and beta distributions are leading examples. Second, with input-oriented stochastic frontier models...

Journal: :international journal of agricultural management and development 2013
ebrahim moradi mosayeb pahlavani ahmad akbari hossain mehrabi bashrabadi

2013
Anita Biswas Smita Verma

In this paper an attempt is made to explain the basic concept of efficiency, frontier production function, technical efficiency, deterministic frontier, and stochastic frontier. Efficiency of a firm/industry refers to its performance in the utilization of resources at its disposal and is a relative concept. Technical efficiency of a production function is defined as the maximum quantity of outp...

2008
Mika Kortelainen

A number of studies have explored the semiand nonparametric estimation of stochastic frontier models by using kernel regression or other nonparametric smoothing techniques. In contrast to popular deterministic nonparametric estimators, these approaches do not allow one to impose any shape constraints (or regularity conditions) on the frontier function. On the other hand, as many of the previous...

پایان نامه :0 1391

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

Journal: :iranian economic review 0

this paper is concerned with the estimation of frontier production function to measure the technical efficiency for iranian textile companies during 1995. the objective of this estimation is to investigate if there are any differences in the technical efficiency between the private and public firms as well as the relationship between technical efficiency and size of textile companies in iran. a...

Gh. Jahanshahloo M. Rahmani

In this paper we develop an approach that synthesizes the best features of the two main methods in the estimation of production efficiency. Specically, our approach first allows for statistical noise, similar to Stochastic frontier analysis, and second, it allows modeling multiple-inputs-multiple-outputs technologies without imposing parametric assumptions on production relationship, similar to...

Journal: :international journal of agricultural management and development 2013
shahram saeedian mahmoud sabouhi sabouni javad shahraki ebrahim moradi mohammad sepahi

this paper uses the concept of meta-frontier to investigate the relationship between meta technology ratios (mtr) and different varieties in datepalms including; mazafati, rabi and zardan that are produced widely in sistan and baluchestan province of iran. we used a stratified sampling of 300 date farmers of this province in 2010, 2011 and 2012 and estimated a stochastic production frontier usi...

This paper tries to evaluate the cost-efficiency of Iran's banking industry for the period 2001-2007. To meet this end, an output-oriented stochastic frontier Translog cost function was applied for two products, namely: loans and deposits. The study employs Battese-Coelli's time varying cost inefficiency model to examine Iran's banking efficiency. The data are collected from the financial state...

Ebrahim Moradi Javad Shahraki Mahmoud Sabouhi Sabouni Mohammad Sepahi Shahram Saeedian

This paper uses the concept of Meta-frontier to investigate the relationship between Meta Technology Ratios (MTR) and different varieties in datepalms including; Mazafati, Rabi and Zardan that are produced widely in Sistan and Baluchestan province of Iran. We used a stratified sampling of 300 date farmers of this province in 2010, 2011 and 2012 and estimated a stochastic production frontier usi...

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