Quasi-Bayesian Inference for Production Frontiers
提出用准贝叶斯方法结合多个极端分位数估计来推断生产前沿，证明了估计量的渐近性质和推断有效性，并通过模拟和实证验证了有限样本表现。
This article proposes to estimate and infer the production frontier by combining multiple first-stage extreme quantile estimates via the quasi-Bayesian method. 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.