A Laplace stochastic frontier model

DOI10.1080/07474938.2015.1059715zbMath1490.62448OpenAlexW2302543324MaRDI QIDQ5034250

Christopher F. Parmeter, William C. Horrace

Publication date: 24 February 2022

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

Full work available at URL: https://www.maxwell.syr.edu/uploadedFiles/cpr/publications/working_papers2/wp166.pdf

zbMATH Keywords

medianLaplace distributionstochastic frontierefficiency estimationtruncated Laplace distributionwrong skew

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (8)

The ``wrong skewness problem: moment constrained maximum likelihood estimation of the stochastic frontier model ⋮ Robust maximum likelihood estimation of stochastic frontier models ⋮ A specification test for the composed error term in the stochastic frontier model ⋮ Type II failure and specification testing in the stochastic frontier model ⋮ Sensitivity analysis of stochastic frontier analysis models ⋮ Quantile stochastic frontier models with endogeneity ⋮ Quantile estimation of the stochastic frontier model ⋮ Quantile Methods for Stochastic Frontier Analysis

Uses Software

• LIMDEP

Cites Work

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