A simultaneous stochastic frontier model with dependent error components and dependent composite errors: An application to chinese banking industry

© 2020 by the authors. The paper develops a simultaneous equations stochastic frontier model (SFM) with dependent random noise and inefficiency components of individual equations as well as allowing dependence across all equations of the model using copula functions. First, feasibility of our develo...

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Main Authors: Jianxu Liu, Mengjiao Wang, Ji Ma, Sanzidur Rahman, Songsak Sriboonchitta
格式: 雜誌
出版: 2020
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在線閱讀:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85080063021&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/68458
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機構: Chiang Mai University