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Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers

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Author Info
Ferreira, Jose T.A.S.
Steel, Mark F.J.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 137 (2007)
Issue (Month): 2 (April)
Pages: 641-673
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Handle: RePEc:eee:econom:v:137:y:2007:i:2:p:641-673

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Fernandez C. & Koop G. & Steel M.F.J., 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 432-442, June. [Downloadable!] (restricted)
    Other versions:
  2. Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000. "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, vol. 98(1), pages 47-79, September. [Downloadable!] (restricted)
    Other versions:
  3. Fernandez, Carmen & Koop, Gary & Steel, Mark F.J., 2005. "Alternative efficiency measures for multiple-output production," Journal of Econometrics, Elsevier, vol. 126(2), pages 411-444, June. [Downloadable!] (restricted)
    Other versions:
  4. Gupta, Arjun K. & González-Farías, Graciela & Domínguez-Molina, J. Armando, 2004. "A multivariate skew normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 89(1), pages 181-190, April. [Downloadable!] (restricted)
  5. C. J. Hoggart & S. G. Walker & A. F. M. Smith, 2003. "Bivariate kurtotic distributions of garment fibre data," Journal Of The Royal Statistical Society Series C, Royal Statistical Society, vol. 52(3), pages 323-335. [Downloadable!] (restricted)
  6. Meeusen, Wim & van den Broeck, Julien, 1977. "Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 435-44, June. [Downloadable!] (restricted)
  7. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July. [Downloadable!] (restricted)
  8. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(1), pages 1-43, June. [Downloadable!] (restricted)
  9. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions," Econometrics 0403001, EconWPA. [Downloadable!]
  10. Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "A Constructive Representation of Univariate Skewed Distributions," Econometrics 0403002, EconWPA. [Downloadable!]
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  11. Fernandez, C. & Steel, M.F.J., 1996. "On Bayesian modelling of fat tails and skewness," Discussion Paper 58, Tilburg University, Center for Economic Research. [Downloadable!]
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  1. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(1), pages 1-43, June. [Downloadable!] (restricted)
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