Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling

Gary Koop, Mark Steel and Jacek Osiewalski

No 1994061, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we describe the use of Gibbs sampling methods for making posterior inferences.in stochastic frontier models with composed error. We show how Gibbs sampling methods can greatly reduce the computational difficulties involved in analyzing such models. Our findings are illustrated in an empirical example.

Date: 1994-12-01
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Citations: View citations in EconPapers (16)

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Related works:
Working Paper: Posterior analysis of stochastic frontier models using Gibbs sampling (1992)
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