Search Results - subject:"Closed skew-normal distribution"

A multi-output multi-input stochastic frontier system with input- and output-specific inefficiency

Kumbhakar, Subal; Lai, Hung-pin - In: Economics letters 201 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607098

A panel frontier system model with good and bad outputs and endogenous treatment decision

Lai, Hung-pin; Kumbhakar, Subal - In: Economics letters 198 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012605731

Panel data stochastic frontier model with determinants of persistent and transient inefficiency

Lai, Hung-pin; Kumbhakar, Subal - In: European journal of operational research : EJOR 271 (2018) 2, pp. 746-755

Persistent link: https://www.econbiz.de/10011890405

Endogeneity in panel data stochastic frontier model with determinants of persistent and transient inefficiency

Lai, Hung-pin; Kumbhakar, Subal - In: Economics letters 162 (2018), pp. 5-9

Persistent link: https://www.econbiz.de/10011939716

A Stochastic Frontier Model with short-run and long-run inefficiency random effects

Colombi, Roberto; Martini, Gianmaria; Vittadini, Giorgio - Dipartimento di Ingegneria Gestionale, Università … - 2011

-persistent component from the total inefficiency. Under reasonable assumptions, we show that the closed-skew normal distribution allows us …

Persistent link: https://www.econbiz.de/10008925076

When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models

Badunkenko, Oleg; Kumbhakar, Subal - In: European journal of operational research : EJOR 255 (2016) 1, pp. 272-287

Persistent link: https://www.econbiz.de/10011530868

Maximum likelihood estimation of the revenue function system with output-specific technical efficiency

Kumbhakar, Subal; Lai, Hung-pin - In: Economics letters 138 (2016), pp. 42-45

Persistent link: https://www.econbiz.de/10011615462

Maximum likelihood estimation of the stochastic frontier model with endogenous switching or sample selection

Lai, Hung-pin - In: Journal of Productivity Analysis 43 (2015) 1, pp. 105-117

. Third, we suggest a simple framework to derive the closed form of the likelihood function using the closed skew-normal … distribution. Fourth, we propose the estimator for the technical efficiency index due to Battese and Coelli (Empir Econ 20 …

Persistent link: https://www.econbiz.de/10011154940

Maximum likelihood estimation of the stochastic frontier model with endogenous switching or sample selection

Lai, Hung-pin - In: Journal of productivity analysis 43 (2015) 1, pp. 105-117

Persistent link: https://www.econbiz.de/10011317146

Kalman filter variants in the closed skew normal setting

Rezaie, Javad; Eidsvik, Jo - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 1-14

distribution. With nonlinear dynamic systems an ensemble-based version is proposed for fitting a closed skew normal distribution at … linear dynamic systems the filtering problem can be solved in analytical form using expressions for the closed skew normal …

Persistent link: https://www.econbiz.de/10010871491