Quantile estimation of the stochastic frontier model

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 182
Issue: C
Pages: 15-18

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

The stochastic frontier model remains popular within the field of efficiency analysis and yet it remains deeply connected to the notion of a conditional mean. Recent research has attempted to conceive of, and estimate, the stochastic frontier model in a quantile setting. We demonstrate here that the stochastic frontier corresponds explicitly to a specific quantile of the output distribution and provide a computational approach to recover this quantile. An empirical illustration demonstrates comparable performance with more classical methods of estimation of the stochastic frontier model.

Technical Details

RePEc Handle
repec:eee:ecolet:v:182:y:2019:i:c:p:15-18
Journal Field
General
Author Count
3
Added to Database
2026-01-25