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Goodness of fit tests in stochastic frontier models

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  • Wei Wang
  • Christine Amsler
  • Peter Schmidt

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File URL: http://hdl.handle.net/10.1007/s11123-010-0188-9
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Bibliographic Info

Article provided by Springer in its journal Journal of Productivity Analysis.

Volume (Year): 35 (2011)
Issue (Month): 2 (April)
Pages: 95-118

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Handle: RePEc:kap:jproda:v:35:y:2011:i:2:p:95-118

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Web page: http://www.springerlink.com/link.asp?id=100296

Related research

Keywords: Stochastic frontier model; Goodness of fit test; Kolmogorov–Smirnov test; C10; C46; C52;

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References

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  1. Zellner, A & Revankar, N S, 1969. "Generalized Production Functions," Review of Economic Studies, Wiley Blackwell, vol. 36(106), pages 241-50, April.
  2. Wang, Wei Siang & Schmidt, Peter, 2009. "On the distribution of estimated technical efficiency in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 148(1), pages 36-45, January.
  3. Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521822893, October.
  4. Pitt, Mark M. & Lee, Lung-Fei, 1981. "The measurement and sources of technical inefficiency in the Indonesian weaving industry," Journal of Development Economics, Elsevier, vol. 9(1), pages 43-64, August.
  5. Wang, Hung-Jen, 2006. "Stochastic frontier models," MPRA Paper 31079, University Library of Munich, Germany.
  6. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
  7. Greene, William H., 1990. "A Gamma-distributed stochastic frontier model," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 141-163.
  8. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
  9. Schmidt, Peter & Lin, Tsai-Fen, 1984. "Simple tests of alternative specifications in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 24(3), pages 349-361, March.
  10. Waldman, Donald M., 1982. "A stationary point for the stochastic frontier likelihood," Journal of Econometrics, Elsevier, vol. 18(2), pages 275-279, February.
  11. Winfried Stute & Wenceslao Manteiga & Manuel Quindimil, 1993. "Bootstrap based goodness-of-fit-tests," Metrika, Springer, vol. 40(1), pages 243-256, December.
  12. Leopold Simar & Paul Wilson, 2010. "Inferences from Cross-Sectional, Stochastic Frontier Models," Econometric Reviews, Taylor & Francis Journals, vol. 29(1), pages 62-98.
  13. Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter, 1982. "On the estimation of technical inefficiency in the stochastic frontier production function model," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 233-238, August.
  14. Kopp, Raymond J. & Mullahy, John, 1990. "Moment-based estimation and testing of stochastic frontier models," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 165-183.
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Citations

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Cited by:
  1. William C. Horrace & Christopher F. Parmeter, 2008. "Semiparametric Deconvolution with Unknown Error Variance," Center for Policy Research Working Papers 104, Center for Policy Research, Maxwell School, Syracuse University.
  2. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2011. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Working Papers 11002, Concordia University, Department of Economics.
  3. Gómez-Gallego, Juan Cándido & Gómez-García, Juan & Pérez-Cárceles, María Concepción, 2012. "Appropriate Distribution of Cost Inefficiency Estimates as Predictor of Financial Instability /La distribución de la ineficiencia estimada como predictor de inestabilidad financiera," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 30, pages 1071 (12 pa, Diciembre.

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