Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2014) A gamma-moment approach to monotonic boundary estimation. Journal of Econometrics, 178 (2). pp. 727-740.

This is the latest version of this item.

[thumbnail of daouia_girard_guillou_je_dp12_2013.pdf]
Download (1MB) | Preview
Identification Number : 10.1016/j.jeconom.2013.10.013


The estimation of optimal support boundaries under the monotonicity constraint is relatively unexplored and still in full development. This article examines a new extreme-value based model which provides a valid alternative for complete envelopment frontier models that often suffer from lack of precision, and for purely stochastic ones that are known to be sensitive to model misspecification. We provide different motivating applications including the estimation of the minimal cost in production activity and the assessment of the reliability of nuclear reactors.

Item Type: Article
Language: English
Date: February 2014
Refereed: Yes
Uncontrolled Keywords: Cost function, Edge data, Extreme-value index, Free disposal hull, Moment frontier
JEL Classification: C13 - Estimation
C14 - Semiparametric and Nonparametric Methods
D20 - General
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 09 Jul 2014 17:40
Last Modified: 02 Apr 2021 15:48
OAI Identifier: oai:tse-fr.eu:27753
URI: https://publications.ut-capitole.fr/id/eprint/15778

Available Versions of this Item

View Item


Downloads per month over past year