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Analiza Frontierelor Stocastice (SFA)×Regresia cuantilică×
DomeniuEconometrieEconometrie
FamilieRegression modelRegression model
Anul apariției19771978
Autorul originalAigner, Lovell & Schmidt (1977); Battese & Coelli (1995) for panelsKoenker & Bassett
TipFrontier regression modelConditional quantile regression
Sursa seminalăAigner, D., Lovell, C.A.K. & Schmidt, P. (1977). Formulation and Estimation of Stochastic Frontier Production Function Models. Journal of Econometrics, 6(1), 21–37. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Denumiri alternativeSFA, stochastic frontier model, stochastic production frontier, Stokastik Sınır Analizi (SFA)conditional quantile regression, regression quantiles, Kantil Regresyon
Înrudite35
RezumatStochastic Frontier Analysis is a frontier regression model, introduced by Aigner, Lovell and Schmidt in 1977, that estimates a production, cost, or profit function while separating each unit's technical inefficiency from ordinary statistical noise. It splits the error term into a symmetric random component and a one-sided inefficiency component, producing firm- or country-level efficiency scores.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
ScholarGateSet de date
  1. v1
  2. 2 Surse
  3. PUBLISHED
  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: Stochastic Frontier Analysis · Quantile Regression. Preluat la 2026-06-17 de pe https://scholargate.app/ro/compare