Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand

• Main Authors: Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux
• Format: Journal
• Published: 2018
• Subjects: Computer Science; Mathematics
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84941316997&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/54412
• Institution: Chiang Mai University

© 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...