Bonanno, Graziella; Giovanni, Domenico De; Domma, Filippo - Dipartimento di Scienze Economiche, Statistiche e … - 2015
In this paper, we study the so-called “wrong skewness” anomaly in Stochastic Frontiers (SF), which consists in the …) the structure of dependence between the error components. This decomposition suggests that the “wrong skewness” anomaly is … displays wrong skewness, estimation of our model rejects the dependence hypothesis, but accepts the asymmetry of the random …