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…