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.

AuthorGiancarlo Ferrara and Francesco Vidoli
Date of publication2015-02-18 11:36:02
MaintainerGiancarlo Ferrara <giancarlo.ferrara@gmail.com>
LicenseGPL
Version1.0

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