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 observed difference between the expected and estimated sign of the asymmetry of the composite error. We propose a more general and flexible specification of the SF model,...