BIASES IN FRONTIER ESTIMATION DUE TO HETEROSCEDASTICITY

被引：153

作者：

CAUDILL, SB

FORD, JM

机构：

[1] Department of Economics, Auburn University, Auburn

来源：

ECONOMICS LETTERS | 1993年 / 41卷 / 01期

关键词：

D O I：

10.1016/0165-1765(93)90104-K

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper investigates the effects of heteroscedasticity on the parameters in frontier regression models. A Monte Carlo experiment is employed to determine that heteroscedasticity leads to overestimation of the intercept and underestimation of the slope coefficients.

引用

页码：17 / 20

页数：4