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st: FW: Wrong skeweness for stochastic frontier analysis - impose it in MLE


From   "[email protected]" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: FW: Wrong skeweness for stochastic frontier analysis - impose it in MLE
Date   Mon, 15 Apr 2013 08:39:33 +0000

Dear Statalist,
some days ago I sent the inquiry below and I am wondering if you have got it..maybe I lost your answer so I am trying to send it once again. 

Thank you very much
Laura 

-----Original Message-----
From: Di Giorgio Laura 
Sent: venerdì, 12. aprile 2013 21:31
To: '[email protected]'
Subject: Wrong skeweness for stochastic frontier analysis - impose it in MLE 


Dear Statalist,
I would like to estimate Stochastic Frontier Models but my residuals are skewed in the wrong direction.
I have read on this paper http://www.ntu.edu.sg/home/guiying.wu/FHWFinal20121226.pdf that it is possiblet to impose right skeweness as a constraint.

Is anybody of you familiar with this procedure and can give me some details on how to perform it? 

Thank you very much,
Laura
____________________________________________

Laura Di Giorgio

Assistant and PhD Student in Economics
Applied microeconometrics, Health Economics Istitute of Economics (IdEP)
Universit=E0 della Svizzera Italiana, USI Via G. Buffi 13
CH- 6904 Lugano
(e) [email protected]<mailto:[email protected]>
(t) +41 (0) 58.666.46.65
(f)+41(0)58 666 47 33


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