For stochastic frontier models, an exhaustive pre-screened Bayesian model search is feasible up to about 30 candidates, and non-Gaussian errors matter most when inefficiency dominates noise and signal strength is weak.
Model Averaging and Its Use in Economics
1 Pith paper cite this work, alongside 322 external citations. Polarity classification is still indexing.
1
Pith paper citing it
322
external citations · OpenAlex
fields
econ.EM 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Model Uncertainty under Non-Gaussian Errors: Bayesian Model Averaging and Selection in Stochastic Frontier Models
For stochastic frontier models, an exhaustive pre-screened Bayesian model search is feasible up to about 30 candidates, and non-Gaussian errors matter most when inefficiency dominates noise and signal strength is weak.