Browsing by author "Amsler, Christine"
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Endogeneity in Stochastic Frontier Models
Amsler, Christine; Artem, Prokhorov; Peter, SchmidtPublished 2015-02-17Stochastic frontier models are typically estimated by maximum likelihood (MLE) orcorrected ordinary least squares. The consistency of either estimator depends on exogeneity of the explanatory variables (inputs, in the ...Open AccessWorking Paper -
Endogenous Environmental Variables In Stochastic Frontier Models
Amsler, Christine; Prokhorov, Artem; Schmidt, PeterPublished 2017-04-09This 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, ...Open AccessArticle -
A New Family of Copulas, with Application to Estimation of a Production Frontier System
Amsler, Christine; Prokhorov, Artem; Schmidt, PeterPublished 2019-03-25In 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 ...Open AccessWorking Paper
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