Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand
© 2015 Elsevier Inc. In the standard stochastic frontier model, the two-sided error term V and the one-sided technical inefficiency error term W are assumed to be independent. In this paper, we relax this assumption by modeling the dependence between V and W using copulas. Nine copula families are c...
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Main Authors: | Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux |
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Format: | Journal |
Published: |
2018
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Subjects: | |
Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84941316997&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44743 |
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Institution: | Chiang Mai University |
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