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.

Package details

AuthorGiancarlo Ferrara and Francesco Vidoli
MaintainerGiancarlo Ferrara <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the semsfa package in your browser

Any scripts or data that you put into this service are public.

semsfa documentation built on May 2, 2019, 3:44 p.m.