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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Bibliographic Details
Main Authors: Jianxu Liu, Mengjiao Wang, Ji Ma, Sanzidur Rahman, Songsak Sriboonchitta
Format: Journal
Published: 2020
Subjects:
Online Access: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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Institution: Chiang Mai University