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Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function

Greene, William H.
NYU Faculty Digital Archive · Papers
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multidisciplinary
The normal-gamma stochastic frontier model was proposed in Greene (1990) and Beckers and Hammond (1987) as an extension of the normalexponential proposed in the original derivations of the stochastic frontier by Aigner, Lovell, and Schmidt (1977). The normal-gamma model has the virtue of providing
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