A note on the asymptotic relative efficiency of M.L.E. in a linear model with Gamma disturbances

Journal of Econometrics - Tập 27 - Trang 383-386 - 1985
D. Deprins, L. Simar

Tài liệu tham khảo

Abramowitz, 1964, Handbook of mathematical functions, National Bureau of Standards applied mathematics series 55 Greene, 1980, Maximum likelihood estimation of econometric frontier functions, Journal of Econometrics, 13, 27, 10.1016/0304-4076(80)90041-X Johnson, 1970, Vol. 1