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2013 | OriginalPaper | Chapter

17. Closed Skew Normal Stochastic Frontier Models for Panel Data

Author : Roberto Colombi

Published in: Advances in Theoretical and Applied Statistics

Publisher: Springer Berlin Heidelberg

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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.

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Title: Closed Skew Normal Stochastic Frontier Models for Panel Data
Author: Roberto Colombi
Publisher: Springer Berlin Heidelberg
Book: Advances in Theoretical and Applied Statistics
Print ISBN: 978-3-642-35587-5

Electronic ISBN: 978-3-642-35588-2

Copyright Year: 2013
DOI: https://doi.org/10.1007/978-3-642-35588-2_17

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