20 citations · 33 across the 17 of their papers we have counts for
3 papers · 2 filters
Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms
Christos K. Papadimitriou, Simos G. Meintanis, Bernardo B. Andrade +1
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the h…
Goodness-of-fit tests for stochastic frontier models based on the characteristic function
Simos G. Meintanis, Christos K. Papadimitriou
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the…
Bahadur efficiency for certain goodness--of--fit tests based on the empirical characteristic function
Simos G. Meintanis, Bojana Milošević, Marko Obradović
We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and ex…