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
DOI: 10.32614/CRAN.package.semsfa
Author: Giancarlo Ferrara and Francesco Vidoli
Maintainer: Giancarlo Ferrara <giancarlo.ferrara at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
In views: Econometrics
CRAN checks: semsfa results


Reference manual: semsfa.pdf


Package source: semsfa_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): semsfa_1.1.tgz, r-oldrel (arm64): semsfa_1.1.tgz, r-release (x86_64): semsfa_1.1.tgz, r-oldrel (x86_64): semsfa_1.1.tgz
Old sources: semsfa archive


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