Some notes on the asymmetry of the regression error
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Business and International Management
Link
https://link.springer.com/content/pdf/10.1007/s11123-023-00705-z.pdf
Reference13 articles.
1. Badunenko O, Henderson DJ (2023) Production analysis with asymmetric noise. J Prod Anal. https://doi.org/10.1007/s11123-023-00680-5.
2. Bonanno G, De Giovanni D, Domma F (2017) The ‘wrong skewness’ problem: a re-specification of stochastic frontiers. J Prod Anal 47(1):49–64
3. Horrace WC, Parmeter CF, Wright IA (2023) On asymmetry and quantile estimation of the stochastic frontier model. J Prod Anal. https://doi.org/10.1007/s11123-023-00673-4.
4. Komunjer I (2005) Quasi-maximum likelihood estimation for conditional quantiles. J Econom 128(1):137–164
5. Lai Hp, Kumbhakar SC (2023) Indirect inference estimation of stochastic production frontier models with skew-normal noise. Empir Econom. https://doi.org/10.1007/s00181-023-02412-y.
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