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- W1601883129 abstract "frontierhtail implements stochastic production frontier regression for heavy tail data. As pointed out by Nguyen (2010), economic and financial data frequently evidence fat tails. frontierhtail is for use in this case where data evidence heavy tail distribution when estimating stochastic production frontier. The theory behind the command frontierhtail is based on the work of Nguyen (2010). frontierhtail estimates a linear model (both dependent and independent variables must be in logarithmic form) where the disturbance is supposed to be a mixture of two components: the first, the random shock, is assumed to follow a normal distribution and the, second, the technical inefficiency, is uniformly distributed." @default.
- W1601883129 created "2016-06-24" @default.
- W1601883129 creator A5052556192 @default.
- W1601883129 date "2012-01-20" @default.
- W1601883129 modified "2023-09-27" @default.
- W1601883129 title "FRONTIERHTAIL: Stata module to estimate stochastic production frontier models for heavy tail data" @default.
- W1601883129 hasPublicationYear "2012" @default.
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