Quasi-Bayesian Inference for Production Frontiers

Xiaobin Liu, Thomas Tao Yang and Yichong Zhang

Journal of Business & Economic Statistics, 2022, vol. 40, issue 3, 1334-1345

Abstract: This article proposes to estimate and infer the production frontier by combining multiple first-stage extreme quantile estimates via the quasi-Bayesian method. We show the asymptotic properties of the proposed estimator and the validity of the inference procedure. The finite sample performance of our method is illustrated through simulations and an empirical application.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:taf:jnlbes:v:40:y:2022:i:3:p:1334-1345

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DOI: 10.1080/07350015.2021.1927745

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