semsfa: Semiparametric Estimation of Stochastic Frontier Models

Semiparametric Estimation of Stochastic Frontier Models following a two step procedure: in the first step semiparametric or nonparametric regression techniques are used to relax parametric restrictions of the functional form representing technology and in the second step variance parameters are obtained by pseudolikelihood estimators or by method of moments.

Version: 1.0
Depends: R (≥ 3.1.2), mgcv, np
Imports: moments, doParallel, foreach, iterators
Published: 2015-02-18
Author: Giancarlo Ferrara and Francesco Vidoli
Maintainer: Giancarlo Ferrara <giancarlo.ferrara at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
In views: Econometrics
CRAN checks: semsfa results


Reference manual: semsfa.pdf
Package source: semsfa_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: semsfa_1.0.tgz
OS X Mavericks binaries: r-oldrel: semsfa_1.0.tgz


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