1036期 11月19日:Quasi-Bayesian Inference for Production Frontiers(刘晓彬,讲师, 浙江大学)

时间:2019-11-11

【主题】Quasi-Bayesian Inference for Production Frontiers
【报告人】刘晓彬(讲师, 浙江大学)
【时间】11月19日(星期二) 15:30-17:00

【地点】经济学院楼701室

【语言】英文

【摘要】We propose a quasi-Bayesian method to conduct inference for the production frontier. This approach combines multiple first-stage extreme quantile estimates by the quasi-Bayesian method to produce the point estimate and condence interval for the production frontier. We show the asymptotic properties of the proposed estimator and the validity of the inference procedure. The finite sample performance of our method is illustrated through simulations and an empirical application.

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