Tsay, Wen-Jen; Huang, Cliff; Fu, Tsu-Tan; Ho, I.-Lin - In: Journal of Productivity Analysis 39 (2013) 3, pp. 259-269
This paper derives an analytic closed-form formula for the cumulative distribution function (cdf) of the composite error of the stochastic frontier analysis (SFA) model. Since the presence of a cdf is frequently encountered in the likelihood-based analysis with limited-dependent and qualitative...