Goodness--of--fit tests for stochastic frontier models based on the characteristic function
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Business and International Management
Link
https://link.springer.com/content/pdf/10.1007/s11123-022-00632-5.pdf
Reference25 articles.
1. Aigner DJ, Lovell CAK, Schmidt P (1977) Formulation and estimation of stochastic frontier models production function models. J Econometr 6:21–37
2. Amsler C, Papadopoulos A, Schmidt P (2021) Evaluating the cdf of the skew normal distribution. Empiric Econom 60:3171–3202
3. Amsler C, Schmidt P, Tsay WJ (2019) Evaluating the CDF of the distribution of the stochastic frontier composed error. J Product Anal 52:29–35
4. Babu GJ, Rao CR (2004) Goodness–of–fit tests when parameters are estimated. Sankhya 66:63–74
5. Bera, A. K., Mallick, N. C. (2002) Information matrix tests for the composed error frontier model. In: Balakrishnan N (Ed) Advances on methodological and applied aspects of probability and statistics. Gordon and Breach Science Publishers, London
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