most citedAnalytic expressions for the Cumulative Distribution Function of the Composed Error Term in Stochastic Frontier Analysis with Truncated Normal and Exponential Inefficiencies

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stat.ME2020★ 2 cited

Analytic expressions for the Cumulative Distribution Function of the Composed Error Term in Stochastic Frontier Analysis with Truncated Normal and Exponential Inefficiencies

Rouven Schmidt, Thomas Kneib

In the stochastic frontier model, the composed error term consists of the measurement error and the inefficiency term. A general assumption is that the inefficiency term follows a…