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semsfa: Semiparametric Estimation of Stochastic Frontier Models
Semiparametric Estimation of Stochastic Frontier Models following a two step procedure: in the first step semiparametric or nonparametric regression techniques are used to relax parametric restrictions of the functional form representing technology and in the second step variance parameters are obtained by pseudolikelihood estimators or by method of moments.
Getting started
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Package details |
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| Author | Giancarlo Ferrara and Francesco Vidoli |
| Maintainer | Giancarlo Ferrara <giancarlo.ferrara@gmail.com> |
| License | GPL |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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