most citedSpecification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms

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math.ST2022★ 1 cited

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…