Extensions I: 2TSF Tug-of-War Models
Alecos Papadopoulos () and
Christopher F. Parmeter ()
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Alecos Papadopoulos: Athens University of Economics and Business
Christopher F. Parmeter: University of Miami
Chapter Chapter 12 in Two-Tier Stochastic Frontier Analysis for the Social Sciences, 2025, pp 299-314 from Springer
Abstract:
Abstract This chapter develops three different “Tug-of-War” 2TSF models, which practical experience has shown may be needed in studies with small sample sizes. Two of the models are reductions of the benchmark Normal-Exponential and Normal-Half Normal 2TSF models, and the third uses Copulas to allow for intra-error statistical dependence. The empirical application of the model shows how the models can be used with really small sample sizes.
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-81513-3_12
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DOI: 10.1007/978-3-031-81513-3_12
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