Goodness--of--fit tests for stochastic frontier models based on the characteristic function

نویسندگان

چکیده

We consider goodness–of–fit tests for the distribution of composed error in Stochastic Frontier Models. The proposed test statistic utilizes characteristic function term, and is formulated as a weighted integral properly standardized data. new shown to be consistent computationally convenient. Simulation results are presented whereby resampling versions compared classical methods.

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ژورنال

عنوان ژورنال: Journal of Productivity Analysis

سال: 2022

ISSN: ['0895-562X', '1573-0441']

DOI: https://doi.org/10.1007/s11123-022-00632-5