Type II failure and specification testing in the stochastic frontier model

DOI10.1016/J.EJOR.2020.12.065MaRDI QIDQ2030345zbMATH OpenOpenAlexFDO

Authors Alecos Papadopoulos, Christopher F. Parmeter

Publication date 7 June 2021

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2020.12.065

zbMATH Keywords

excess kurtosisskewnessspecification testingstochastic frontier model

Mathematics Subject Classification ID

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

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Cites work

• A gamma-distributed stochastic frontier model
• A Laplace stochastic frontier model
• A Monte Carlo study of estimators of stochastic frontier production functions
• A stationary point for the stochastic frontier likelihood
• Centered-residuals-based moment estimator and test for stochastic frontier models
• Estimating a stochastic production frontier when the adjusted error is symmetric
• Formulation and estimation of stochastic frontier production function models
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Inferences from cross-sectional, stochastic frontier models
• Kurtosis as Peakedness, 1905–2014.R.I.P.
• Likelihood functions for generalized stochastic frontier estimation
• Statistical Applications of the Multivariate Skew Normal Distribution
• Technological inefficiency and the skewness of the error component in stochastic frontier analysis
• The ``wrong skewness problem in stochastic frontier models: a new approach

Cited in

(7)

• Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach
• Centered-residuals-based moment estimator and test for stochastic frontier models
• Quantile Methods for Stochastic Frontier Analysis
• Comparative performance analysis of frontier-based efficiency measurement methods -- a Monte Carlo simulation
• A specification test for the composed error term in the stochastic frontier model
• Minimax regret priors for efficiency estimation
• COVID-19 severity: a new approach to quantifying global cases and deaths

Describes a project that uses

Uses Software

• sfa
• sn
• frontier

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