SFA robustness to violated distributional assumptions: theory, simulations and empirical evidence
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DOI: 10.1080/00036846.2021.1904124
Abstract: ABSTRACT The well-known biases caused by taking the logarithm of a heteroskedastic dependent variable are a potential threat in stochastic frontier analyses (SFA), which are often estimated in log-linear form. This paper shows that while… read more here.
Keywords: sfa robustness; distributional assumptions; assumptions theory; violated distributional ... See more keywords