The “wrong skewness” problem: a re-specification of Stochastic Frontiers
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- Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2017. "The ‘wrong skewness’ problem: a re-specification of stochastic frontiers," Journal of Productivity Analysis, Springer, vol. 47(1), pages 49-64, February.
- Graziella Bonanno & Domenico De Giovanni & Filippo Domma, 2015. "The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers," Working Papers 201502, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
References listed on IDEAS
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Citations
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Cited by:
- Oleg Badunenko & Daniel J. Henderson, 2024.
"Production analysis with asymmetric noise,"
Journal of Productivity Analysis, Springer, vol. 61(1), pages 1-18, February.
- Badunenko, Oleg & Henderson, Daniel J., 2021. "Production Analysis with Asymmetric Noise," MPRA Paper 110888, University Library of Munich, Germany.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022.
"Stochastic Frontier Analysis: Foundations and Advances I,"
Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 8, pages 331-370,
Springer.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2022. "Stochastic Frontier Analysis: Foundations and Advances II," Springer Books, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar (ed.), Handbook of Production Economics, chapter 9, pages 371-408, Springer.
- Subal C. Kumbhakar & Christopher F. Parmeter & Valentin Zelenyuk, 2017. "Stochastic Frontier Analysis: Foundations and Advances," Working Papers 2017-10, University of Miami, Department of Economics.
- Subal C. Kumbhakar & Christopher F. Parameter & Valentin Zelenyuk, 2018. "Stochastic Frontier Analysis: Foundations and Advances," CEPA Working Papers Series WP022018, School of Economics, University of Queensland, Australia.
- Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2018.
"Specification Testing of Production in a Stochastic Frontier Model,"
Sustainability, MDPI, vol. 10(9), pages 1-10, August.
- Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Documentos de Trabajo del ICAE 2017-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017. "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers 17-097/III, Tinbergen Institute.
- Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K., 2017. "Specification Testing of Production in a Stochastic Frontier Model," Econometric Institute Research Papers EI 2017-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Christopher F. Parmeter & Shirong Zhao, 2023. "An alternative corrected ordinary least squares estimator for the stochastic frontier model," Empirical Economics, Springer, vol. 64(6), pages 2831-2857, June.
- Cheol-Keun Cho & Peter Schmidt, 2020. "The wrong skew problem in stochastic frontier models when inefficiency depends on environmental variables," Empirical Economics, Springer, vol. 58(5), pages 2031-2047, May.
- Graziella Bonanno & Filippo Domma, 2018. "We propose an empirical application of models derived in Bonanno et al. (2017) for estimating cost efficiency (CE) on data used by Greene (1990) to test Gamma distribution for the inefficiency compone," Economics Bulletin, AccessEcon, vol. 38(4), pages 2379-2388.
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Keywords
Keywords: Stochastic frontier models; Skewness; Generalised Logistic distribution; Dependence; Copula functions.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-04-11 (Econometrics)
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