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Some notes on the asymmetry of the regression error

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  • Alecos Papadopoulos

    (Athens University of Economics and Business)

Abstract

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  • Alecos Papadopoulos, 2024. "Some notes on the asymmetry of the regression error," Journal of Productivity Analysis, Springer, vol. 61(1), pages 37-42, February.
    • Handle: RePEc:kap:jproda:v:61:y:2024:i:1:d:10.1007_s11123-023-00705-z
    DOI: 10.1007/s11123-023-00705-z
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    References listed on IDEAS

    as
    1. Komunjer, Ivana, 2005. "Quasi-maximum likelihood estimation for conditional quantiles," Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
    2. Tsionas, Mike G. & Assaf, A. George & Andrikopoulos, Athanasios, 2020. "Quantile stochastic frontier models with endogeneity," Economics Letters, Elsevier, vol. 188(C).
    3. Alecos Papadopoulos & Christopher F. Parmeter, 2022. "Quantile Methods for Stochastic Frontier Analysis," Foundations and Trends(R) in Econometrics, now publishers, vol. 12(1), pages 1-120, November.
    4. Alecos Papadopoulos, 2015. "The half-normal specification for the two-tier stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 43(2), pages 225-230, April.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Asymmetric distribution; Skewness; Latent variables; Identification;
    All these keywords.

    JEL classification:

    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity

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