1998) found that heteroscedasticity in the

normal random variable introduces substantial biases into Maximum Likelihood (ML) estimator of the parameters in frontier models.

6) Since that rule arose in connection with

normal random variables, one must convert the above t-statistic making use of the fact that it has N -2 degrees of freedom.

T] is a random vector consisting of m mutually independent standard

Normal random variables, A is an n x m matrix, [mu] is an n x 1 vector and [?

where Z(s,t) = (Y(s,t) - [mu](s,t))/[sigma](s,t) is a standard

normal random variable.

20, are considered as

normal random variables, and their dependence are characterized by covariance matrix [SIGMA].

In order to measure the (in)efficiency of Parliament in Asian countries, in this paper we propose a stochastic frontier production function for unbalanced panel data [5] assumed to be distributed as a half

normal random variables.

For all scenarios, we assume that the bivariate

normal random variables (X, Y) have population parameters [[mu].

2](y)), where [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] are

normal random variables with mean zero and covariance structure :

Moreover, if the relative price changes in each holding period are independently and identically distributed

normal random variables, the empirical volatilities, [S.