Artem Prokhorov

Efficiency and Productivity Analysis

Using Copulas in Stochastic Frontier Models

• Gebundenes Buch

Produktbeschreibung

An easy-to-understand guide to modelling productivity and efficiency using modern statistical tools. Introduces the fundamentals of stochastic frontier analysis (SFA) and the latest concepts and methods related to the use of copulas in SFA. A useful reference for those interested in the newest robust methods of business analytics.

Produktdetails

• Verlag: Taylor & Francis Ltd
• Seitenzahl: 224
• Erscheinungstermin: 28. Februar 2024
• Abmessung: 234mm x 156mm
• Gewicht: 610g
• ISBN-13: 9780367346096
• ISBN-10: 0367346095
• Artikelnr.: 69482105

Autorenporträt

Artem Prokhorov is a Professor at the Business School of the University of Sydney, Australia. He is also a Research Fellow at the Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) at the University of Montreal, Canada, and a Co-Founder and Academic Advisor of the Center for Econometrics and Business Analytics (CEBA) at St. Petersburg State University, Russia. Professor Prokhorov is a founding member of the International Society for Efficiency and Productivity Analysis (ISEAPA). He holds a Cand Sci degree from St. Petersburg State University and a PhD degree in Economics from Michigan State University.

Inhaltsangabe

1. Introduction 2. Basics of stochastic frontier analysis for
cross-sectional data 3. Basics of stochastic frontier analysis for panel
data 4. Copulas for panel stochastic frontier models 5. Modeling
endogeneity in stochastic frontier models 6. Modeling dependence in
production systems 7. Predicting inefficiency 8. Concluding remarks