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This paper proposes a bivariate continuous model based on normal–half normal distributions for testing the independence of idiosyncratic and inefficiency terms in the stochastic frontier model in a maximum likelihood framework. This model allows us to construct a closed-form of the marginal...
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confounding, model inconsistency, and statistical dependence in networks. Here we show that in some settings, social network … additional period, then under the null of no contagion, the problems of model inconsistency and statistical dependence …
Persistent link: https://www.econbiz.de/10014621095
Abstract We present a list of challenges one faces when given the task of modeling dependence between stochastic … common) pitfalls and fallacies, and we particularly address readers who are new to dependence modeling. The presented list of … challenges is clearly not complete, but it gives a flavor of how difficult and subtle the task of dependence modeling can be …
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