Title:

Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers

Authors:

José Tomé Ferreira (Endeavour Capital Management)
Mark Steel (U Warwick)

Journal:

Journal of Econometrics

Year:

2007

Volume:

137

Pages:

641-673

JEL codes:

C30 - General
C46 - Econometric and Statistical Methods: Specific Distributions
C52 - Model Evaluation and Selection
D24 - Production; Cost; Capital and Total Factor Productivity; Capacity