Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach

DOI10.1016/j.econlet.2021.109998zbMath1473.62140OpenAlexW3180667023MaRDI QIDQ1984498

Shirong Zhao

Publication date: 16 September 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109998

zbMATH Keywords

efficiencystochastic frontier modelsskewed normal distributionquantile regressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (3)

Robust maximum likelihood estimation of stochastic frontier models ⋮ Non-crossing convex quantile regression ⋮ Quantile Methods for Stochastic Frontier Analysis

Cites Work

• Formulation and estimation of stochastic frontier production function models
• Stochastic data envelopment analysis: a quantile regression approach to estimate the production frontier
• Type II failure and specification testing in the stochastic frontier model
• Quantile estimation of stochastic frontiers with the normal-exponential specification
• Quantile stochastic frontiers
• Quantile stochastic frontier models with endogeneity
• Quantile estimation of the stochastic frontier model
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Regression Quantiles

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