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Advances in Theoretical and Applied Statistics pp 177–186Cite as

Closed Skew Normal Stochastic Frontier Models for Panel Data

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Part of the book series: Studies in Theoretical and Applied Statistics ((STASSPSS))

Abstract

We introduce a stochastic frontier model for longitudinal data where a subject random effect coexists with a time independent random inefficiency component and with a time dependent random inefficiency component. The role of the closed skew normal distribution in this kind of modeling is stressed.

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Author information

Authors and Affiliations

  1. Dipartimento di Ingegneria dell’Informazione e Metodi Matematici, viale Marconi 5, 24044, Dalmine, Italy

    Roberto Colombi

Authors
  1. Roberto Colombi
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Correspondence to Roberto Colombi .

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Editors and Affiliations

  1. Department of Statistics, University of Trieste, P.le Europa 1, Trieste, 34127, Italy

    Nicola Torelli

  2. Department of Statistics, University of Padua, Via Cesare Battisti 241, Padova, 35121, Italy

    Fortunato Pesarin

  3. Université Paris Descartes, rue des Saints-Pères 45, Paris, 75270, France

    Avner Bar-Hen

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Colombi, R. (2013). Closed Skew Normal Stochastic Frontier Models for Panel Data. In: Torelli, N., Pesarin, F., Bar-Hen, A. (eds) Advances in Theoretical and Applied Statistics. Studies in Theoretical and Applied Statistics(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-35588-2_17

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