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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/78393

    Title: A Bayesian estimator for stochastic frontier models with errors in variables
    Authors: Chang, Sheng-Kai;Chen, Yi-Yi;Wang, Hung-Jen
    Contributors: 淡江大學經濟學系
    Keywords: Stochastic frontier models;Measurement errors;Bayesian estimator
    Date: 2011-09-18
    Issue Date: 2012-09-29 13:33:25 (UTC+8)
    Publisher: New York: Springer New York LLC
    Abstract: A Bayesian estimator is proposed for a stochastic frontier model with errors in variables. The model assumes a truncated-normal distribution for the inefficiency and accommodates exogenous determinants of inefficiency. An empirical example of Tobin’s Q investment model is provided, in which the Q variable is known to suffer from measurement error. Results show that correcting for measurement error in the Q variable has an important effect on the estimation results.
    Relation: Journal of Productivity Analysis 38(1), pp.1-9
    DOI: 10.1007/s11123-011-0242-2
    Appears in Collections:[經濟學系暨研究所] 期刊論文

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