Now showing items 1-2 of 2

    • Endogenous Environmental Variables In Stochastic Frontier Models 

      Amsler, Christine; Prokhorov, Artem; Schmidt, Peter (Business Analytics., 2017-04-09)
      This paper considers a stochastic frontier model that contains environmental variables that affect the level of inefficiency but not the frontier. The model contains statistical noise, potentially endogenous regressors, ...
    • A New Family of Copulas, with Application to Estimation of a Production Frontier System 

      Amsler, Christine; Prokhorov, Artem; Schmidt, Peter (Business Analytics., 2019-03-25)
      In this paper we propose a new family of copulas for which the copula arguments are uncorrelated but dependent. Specifically, if w1 and w2 are the uniform random variables in the copula, they are uncorrelated, but w1 is ...