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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Colombi, R. (2013). Closed Skew Normal Stochastic Frontier Models for Panel Data. In: Torelli, N., Pesarin, F., Bar-Hen, A. (eds) Advances in Theoretical and Applied Statistics. Studies in Theoretical and Applied Statistics(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-35588-2_17
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DOI: https://doi.org/10.1007/978-3-642-35588-2_17
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