The “wrong skewness” problem: Moment constrained maximum likelihood estimation of the stochastic frontier model
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DOI: 10.1016/j.econlet.2022.110901
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Cited by:
- Christopher F. Parmeter & Shirong Zhao, 2023. "An alternative corrected ordinary least squares estimator for the stochastic frontier model," Empirical Economics, Springer, vol. 64(6), pages 2831-2857, June.
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More about this item
Keywords
Maximum likelihood estimation; Efficiency; Half-normal distribution; Moments constraints;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
Statistics
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