Comparison of stochastic frontier models using the Hyvärinen factor

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 202
Issue: C

Authors (1)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Motivated by problems of model comparison using the Bayes factor, the recent literature proposed the use of Hyvärinen factors. We take up model comparison using Hyvärinen factors in the context of stochastic frontier models in the normal-half-normal, normal-truncated-normal, and normal-exponential cases. We illustrate the new techniques in a data set of large U.S. banks.

Technical Details

RePEc Handle
repec:eee:ecolet:v:202:y:2021:i:c:s0165176521000926
Journal Field
General
Author Count
1
Added to Database
2026-01-29