Small-sample properties of ML, COLS, and
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Antonio N. Bojani; Steven B. Caudill; Jon M. Ford
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Article
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1998
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Elsevier Science
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English
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The purpose of this paper is to examine the small sample properties of maximum likelihood (ML), corrected ordinary least squares (COLS), and data envelopment analysis (DEA) estimators of the parameters in frontier models in the presence of heteroscedasticity in the two-sided, or measurement, error t