期刊論文
| 學年 | 100 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2011-09-18 |
| 作品名稱 | A Bayesian estimator for stochastic frontier models with errors in variables |
| 作品名稱（其他語言） | |
| 著者 | Chang, Sheng-Kai; Chen, Yi-Yi; Wang, Hung-Jen |
| 單位 | 淡江大學經濟學系 |
| 出版者 | New York: Springer New York LLC |
| 著錄名稱、卷期、頁數 | Journal of Productivity Analysis 38(1), pp.1-9 |
| 摘要 | 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. |
| 關鍵字 | Stochastic frontier models;Measurement errors;Bayesian estimator |
| 語言 | en_US |
| ISSN | 1573-0441 |
| 期刊性質 | 國外 |
| 收錄於 | SSCI |
| 產學合作 | |
| 通訊作者 | Chen, Yi-Yi |
| 審稿制度 | 是 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/78393 ) |