Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Papadimitriou, Christos K."'
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 heavy--tailed stable/gamma SFM. In the first case the moment generating
Externí odkaz:
http://arxiv.org/abs/2212.08867
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 composed error term, and is formulated as a weighted integral of prope
Externí odkaz:
http://arxiv.org/abs/2202.13445
Publikováno v:
In Econometrics and Statistics August 2024
