Bayesian Nonparametric Stochastic Frontier Analysis (Bank Business Models)

Code to replicate:

Korobilis, D., Mamatzakis, E. C. and Pappas, V. (forthcoming). “Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency,” Journal of Econometrics 

Click on the .zip file below. You can find inside the zip file a README file with instructions.

Download code here: Korobilis_JoE_BBM_WEB_CODE.zip