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The “wrong skewness” problem in stochastic frontier models: A new approach
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès interdit |
Publication date | 2018 |
Language | Anglais |
Journal information | "Econometric Reviews" - Vol. 37, no. 4, p. 380-400 (2018) |
Peer reviewed | yes |
Publisher | Taylor & Francis Inc. ((United States) Philadelphia) |
issn | 0747-4938 |
e-issn | 1532-4168 |
Publication status | Publié |
Affiliations |
UCL
- SSH/LIDAM/CORE - Center for operations research and econometrics UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles |
Keywords | Production efficiency ; skewness ; stochastic frontier model ; testing symmetry |
Links |
- Ahmad Ibrahim A., Li Qi, Testing symmetry of an unknown density function by kernel method, 10.1080/10485259708832704
- Aigner Dennis, Lovell C.A.Knox, Schmidt Peter, Formulation and estimation of stochastic frontier production function models, 10.1016/0304-4076(77)90052-5
- Almanidis Pavlos, Qian Junhui, Sickles Robin C., Stochastic Frontier Models with Bounded Inefficiency, Festschrift in Honor of Peter Schmidt (2014) ISBN:9781489980076 p.47-81, 10.1007/978-1-4899-8008-3_3
- Almanidis Pavlos, Sickles Robin C., The Skewness Issue in Stochastic Frontiers Models: Fact or Fiction?, Exploring Research Frontiers in Contemporary Statistics and Econometrics (2011) ISBN:9783790823486 p.201-227, 10.1007/978-3-7908-2349-3_10
- Amemiya T., Advanced Econometrics (1985)
- Bartelsman, E. J., Gray, W. (1996). The National Bureau of Economic Research (NBER) manufacturing productivity database. Nber technical working paper.
- Carree Martin A., Technological inefficiency and the skewness of the error component in stochastic frontier analysis, 10.1016/s0165-1765(02)00119-2
- Greene William H., A Gamma-distributed stochastic frontier model, 10.1016/0304-4076(90)90052-u
- Greene W. H., The Measurement of Productive Efficiency: Techniques and Applications (2007)
- Kumbhakar Subal C., Lovell C. A. Knox, Stochastic Frontier Analysis, ISBN:9781139174411, 10.1017/cbo9781139174411
- Kuosmanen Timo, Fosgerau Mogens, Neoclassical versus Frontier Production Models? Testing for the Skewness of Regression Residuals, 10.1111/j.1467-9442.2009.01567.x
- Lee Lung-Fei, Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix, 10.1017/s026646660000774x
- Li Qi, Estimating a stochastic production frontier when the adjusted error is symmetric, 10.1016/s0165-1765(96)00857-9
- Meeusen Wim, van Den Broeck Julien, Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error, 10.2307/2525757
- Olson Jerome A., Schmidt Peter, Waldman Donald M., A Monte Carlo study of estimators of stochastic frontier production functions, 10.1016/0304-4076(80)90043-3
- Ritter Christian, Simar Léopold, 10.1023/a:1007751524050
- Simar Léopold, Wilson Paul W., Inferences from Cross-Sectional, Stochastic Frontier Models, 10.1080/07474930903324523
- Stevenson Rodney E., Likelihood functions for generalized stochastic frontier estimation, 10.1016/0304-4076(80)90042-1
- Waldman Donald M., A stationary point for the stochastic frontier likelihood, 10.1016/0304-4076(82)90041-0
See also | |||
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[boreal:158865] | The “wrong skewness” problem in stochastic frontier models: A new approach | |
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[boreal:135743] | The “wrong skewness” problem in stochastic frontier models: A new approach |
Bibliographic reference | Hafner, Christian ; Manner, Hans ; Simar, Léopold. The “wrong skewness” problem in stochastic frontier models: A new approach. In: Econometric Reviews, Vol. 37, no. 4, p. 380-400 (2018) |
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Permanent URL | http://hdl.handle.net/2078.1/162910 |