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.
- Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo, 2015. "The “wrong skewness” problem: a re-specification of Stochastic Frontiers," MPRA Paper 63429, University Library of Munich, Germany.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
KeywordsStochastic frontier models; Skewness; Generalised Logistic distribution; Dependence; Copula functions;
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-EFF-2015-04-19 (Efficiency & Productivity)
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