semsfa: Semiparametric Estimation of Stochastic Frontier Models

Semiparametric Estimation of Stochastic Frontier Models following a two step procedure: in the first step semiparametric or nonparametric regression techniques are used to relax parametric restrictions of the functional form representing technology and in the second step variance parameters are obtained by pseudolikelihood estimators or by method of moments.

Version: 1.1
Depends: R (≥ 3.1.2), mgcv, np, gamlss
Imports: moments, doParallel, foreach, iterators
Published: 2018-04-20
Author: Giancarlo Ferrara and Francesco Vidoli
Maintainer: Giancarlo Ferrara <giancarlo.ferrara at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
In views: Econometrics
CRAN checks: semsfa results

Downloads:

Reference manual: semsfa.pdf
Package source: semsfa_1.1.tar.gz
Windows binaries: r-devel: semsfa_1.1.zip, r-devel-gcc8: semsfa_1.1.zip, r-release: semsfa_1.1.zip, r-oldrel: semsfa_1.1.zip
OS X binaries: r-release: semsfa_1.1.tgz, r-oldrel: semsfa_1.1.tgz
Old sources: semsfa archive

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