We introduce a stochastic frontier model for longitudinal data where a subject random effect coexists with a time independent random inefficiency component and with a time dependent random inefficiency component. The role of the closed skew normal distribution in this kind of modeling is stressed.
Closed Skew Normal Stochastic frontier Models for Panel data
COLOMBI, Roberto
2013-01-01
Abstract
We introduce a stochastic frontier model for longitudinal data where a subject random effect coexists with a time independent random inefficiency component and with a time dependent random inefficiency component. The role of the closed skew normal distribution in this kind of modeling is stressed.File allegato/i alla scheda:
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Colombi Closed Skew Normal Stochastic Frontier.pdf
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