Efficiency and Productivity Analysis

ISBN-13: 9780367346102 / Miękka / 2024 / 216 str.

Australia) Prokhorov Artem (University of Sydney

Opis

A guide to modelling productivity and efficiency using modern statistical tools. Fundamentals of stochastic frontier analysis are introduced and the latest concepts and methods related to the use of copulas in SFA are examined.

Recenzje

"Artem Prokhorov has pulled together a comprehensive survey of results for copula methods for Stochastic Frontier models. Many of these are from his own published work. Analysts and practitioners will want to complete their examination with this guide to leading edge extensions and tools for the Stochastic Frontier methodology."

William H. Greene, New York University and University of South Florida; Past Editor in Chief, Journal of Productivity Analysis.　

"Modeling dependence in stochastic frontier models has long been underutilized and misunderstood. This text provides a cutting edge and comprehensive treatment of the subject from the leading expert in this area. Full of examples, intuition and code, this work will move both applied and theoretical researchers closer to the 'frontier'."

Christopher F. Parmeter, Associate Professor, University of Miami, United States

"This is the first, and so far only, book that brings together the approach of statistical copulas and the Stochastic Frontier models, and does so in rigorous way, while also being user-friendly for practitioners, due to the well-designed examples, exercises and programming codes it provides to the readers."

Valentin Zelenyuk, Professor, The University of Queensland, Australia

Spis treści

Contents

Foreword

Preface and Acknoledgement

1. Introduction

2. Basics of stochastic frontier analysis for cross-sectional data

3. Basics of stochastic frontier analysis for panel data

4. Copulas for panel stochastic frontier models

5. Modelling endogeneity in stochastic frontier models

6. Modelling dependence in production systems

7. Predicting inefficiency

8. Concluding remarks

Bibliography 

Index

O autorze

Artem B. Prokhorov is a Professor at the Business School of the University of Sydney, Australia. He is also a Research Fellow at the Centre interuniversitaire de recherche en économie quantitative (CIREQ) at the University of Montreal, Canada, and a Co-Founder and Academic Advisor of the Center for Econometrics and Business Analytics (CEBA) at St.Petersburg State University, Russia. Professor Prokhorov is a founding member of the International Society for Efficiency and Productivity Analysis (ISEAPA). He holds a PhD from Michigan State University.