A specification test for the composed error term in the stochastic frontier model

DOI10.1016/j.econlet.2023.111390OpenAlexW4387364187MaRDI QIDQ6117820

Alecos Papadopoulos, Christopher F. Parmeter

Publication date: 20 March 2024

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111390

zbMATH Keywords

skewnessspecification testingstochastic frontierexcess kurtosis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic models in economics (91B70)

Cites Work

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• Estimating a stochastic production frontier when the adjusted error is symmetric
• A gamma-distributed stochastic frontier model
• Type II failure and specification testing in the stochastic frontier model
• Frontier estimation in the presence of measurement error with unknown variance
• Stochastic frontier models with dependent error components
• A Laplace stochastic frontier model
• Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models

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