Nonparametric tests of tail behavior in stochastic frontier models

Goodness of Fit Tests in Stochastic Frontier Models

In this paper we discuss goodness of fit tests for the distribution of technical inefficiency in stochastic frontier models. If we maintain the hypothesis that the assumed normal distribution for statistical noise is correct, the assumed distribution for technical inefficiency is testable. We show that a goodness of fit test can be based on the distribution of estimated technical efficiency, or...

Stochastic Frontier Models

Endogeneity in Stochastic Frontier Models

Stochastic frontier models are typically estimated by maximum likelihood (MLE) orcorrected ordinary least squares. The consistency of either estimator depends on exogeneity of the explanatory variables (inputs, in the production frontier setting). We will investigate the case that one or more of the inputs is endogenous, in the simultaneous equation sense of endogeneity. That is, we worry that ...

Spatial-temporal Stochastic Frontier Models

The stochastic frontier model with heterogeneous technical efficiency explained by exogenous variables is augmented with a sparse spatial autoregressive component for a crosssection data, and a spatial-temporal component for a panel data. An estimation procedure that takes advantage of the additivity of the model is proposed, computational advantages over simultaneous maximum likelihood estimat...

the washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests

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