The HPQLIM Procedure

References

  • Aigner, C., Lovell, C. A. K., and Schmidt, P. (1977), “Formulation and Estimation of Stochastic Frontier Production Function Models,” Journal of Econometrics, 6, 21–37.

  • Battese, G. E. and Coelli, T. J. (1988), “Prediction of Firm-Level Technical Efficiencies with a Generalized Frontier Production Function and Panel Data,” Journal of Econometrics, 38, 387–399.

  • Christensen, L. R. and Greene, W. H. (1976), “Economies of Scale in U.S. Electric Power Generation,” Journal of Political Economy, 84, 655–676.

  • Coelli, T. J., Prasada Rao, D. S., and Battese, G. E. (1998), An Introduction to Efficiency and Productivity Analysis, London: Kluwer Academic.

  • Gallant, A. R. (1987), Nonlinear Statistical Models, New York: John Wiley & Sons.

  • Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B. (2004), Bayesian Data Analysis, 2nd Edition, London: Chapman & Hall.

  • Gregory, A. W. and Veall, M. R. (1985), “On Formulating Wald Tests for Nonlinear Restrictions,” Econometrica, 53, 1465–1468.

  • Jondrow, J., Lovell, C. A. K., Materov, I. S., and Schmidt, P. (1982), “On the Estimation of Technical Efficiency in the Stochastic Frontier Production Function Model,” Journal of Econometrics, 19, 233–238.

  • Kumbhakar, S. C. and Lovell, C. A. K. (2000), Stochastic Frontier Analysis, New York: Cambridge University Press.

  • Meeusen, W. and van den Broeck, J. (1977), “Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error,” International Economic Review, 18, 435–444.

  • Mroz, T. A. (1987), “The Sensitivity of an Empirical Model of Married Women’s Work to Economic and Statistical Assumptions,” Econometrica, 55, 765–799.

  • Phillips, C. B. and Park, J. Y. (1988), “On Formulating Wald Tests of Nonlinear Restrictions,” Econometrica, 56, 1065–1083.

  • Roberts, G. O., Gelman, A., and Gilks, W. R. (1997), “Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms,” Annals of Applied Probability, 7, 110–120.

  • Roberts, G. O. and Rosenthal, J. S. (2001), “Optimal Scaling for Various Metropolis-Hastings Algorithms,” Statistical Science, 16, 351–367.

  • Schervish, M. J. (1995), Theory of Statistics, New York: Springer-Verlag.

  • Wooldridge, J. M. (2002), Econometric Analysis of Cross Section of Panel Data, Cambridge, MA: MIT Press.