Semiparametric Estimation of Stochastic Frontier Models

Semiparametric Estimation of Stochastic Frontier Models following a two step procedure: in the first step semiparametric or nonparametric regression techniques are used to relax parametric restrictions of the functional form representing technology and in the second step variance parameters are obtained by pseudolikelihood estimators or by method of moments.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("semsfa")

1.1 by Giancarlo Ferrara, 3 years ago


Browse source code at https://github.com/cran/semsfa


Authors: Giancarlo Ferrara and Francesco Vidoli


Documentation:   PDF Manual  


Task views: Econometrics


GPL license


Imports moments, doParallel, foreach, iterators

Depends on mgcv, np, gamlss


See at CRAN