) 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 …In this paper, we study the so-called “wrong skewness” anomaly in Stochastic Frontiers (SF), which consists in the …

This paper characterizes the impact of serial dependence on the non-asymptotic estimation error bound of penalized … cross-correlations caused by serial dependence. In this respect, we study analytically the density of sample cross …

This paper characterizes the impact of serial dependence on the non-asymptotic estimation error bound of penalized … cross-correlations caused by serial dependence. In this respect, we study analytically the density of sample cross …

in one direction. In practice, however, estimation residuals may display skewness in the wrong direction. Model re …-specification or pulling a new sample is often prescribed. This paper proposes a feasible alternative: imposing a negative skewness …

(negative) skewness in the case of stochastic production (cost) frontieranalysis. It takes as example the binomial distribution …

skewness, whereas a negative one is expected under the model, which leads to estimated full efficiencies of all firms. We … stochastic frontier model allows the sample data to have the wrong skewness while estimating well-defined and non … bias than those of the classical model even if the population skewness has the correct sign. Finally, we apply the model to …