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.


Reference manual

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1.1 by Giancarlo Ferrara, 3 years ago

Browse source code at

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