The “wrong skewness” problem in stochastic frontier models: A new approach

DOI10.1080/07474938.2016.1140284zbMath1490.91118OpenAlexW2168047389MaRDI QIDQ5034259

Léopold Simar, Christian M. Hafner, Hans Manner

Publication date: 24 February 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1003.9009

zbMATH Keywords

skewnessstochastic frontier modeltesting symmetryproduction efficiency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Production theory, theory of the firm (91B38)

Related Items (4)

The ``wrong skewness problem: moment constrained maximum likelihood estimation of the stochastic frontier model ⋮ Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs ⋮ Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis ⋮ Type II failure and specification testing in the stochastic frontier model

Cites Work

• Estimating a stochastic production frontier when the adjusted error is symmetric
• A gamma-distributed stochastic frontier model
• Likelihood functions for generalized stochastic frontier estimation
• A Monte Carlo study of estimators of stochastic frontier production functions
• A stationary point for the stochastic frontier likelihood
• Formulation and estimation of stochastic frontier production function models
• Technological inefficiency and the skewness of the error component in stochastic frontier analysis
• Inferences from Cross-Sectional, Stochastic Frontier Models
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Testing symmetry of an unknown density function by kernel method
• Stochastic Frontier Analysis

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