Allowing for Intra-error Dependence

Alecos Papadopoulos () and Christopher F. Parmeter ()
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Alecos Papadopoulos: Athens University of Economics and Business
Christopher F. Parmeter: University of Miami

Chapter Chapter 10 in Two-Tier Stochastic Frontier Analysis for the Social Sciences, 2025, pp 223-252 from Springer

Abstract: Abstract This chapter examines the case where the latent forces that characterize the 2TSF model are statistically dependent. We provide three different models, two based on specific distributional assumptions, and a third that uses Copulas, with detailed guidance on simulation methods. The empirical application of the chapter shows how one can disentangle bargaining and idiosyncratic components in the 2TSF Nash bargaining model of Chap. 4 .

Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-81513-3_10

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DOI: 10.1007/978-3-031-81513-3_10

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