Small-sample properties of ML, COLS, and DEA estimators of frontier models in the presence of heteroscedasticity

The purpose of this paper is to examine the small sample properties of maximum likelihood (ML), corrected ordinary least squares (COLS), and data envelopment analysis (DEA) estimators of the parameters in frontier models in the presence of heteroscedasticity in the two-sided, or measurement, error t...

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Veröffentlicht in:	European journal of operational research 1998-07, Vol.108 (1), p.140-148
Hauptverfasser:	Bojani, Antonio N., Caudill, Steven B., Ford, Jon M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Data envelopment analysis Exact sciences and technology Linear inference, regression Mathematical models Mathematics Maximum strategies Monte Carlo simulation Operations research Probability and statistics Regression Sciences and techniques of general use Statistics Stochastic frontier Studies
Online-Zugang:	Volltext
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