Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models

DOI10.1080/07474938.2011.608037zbMath1491.62196OpenAlexW2125371340MaRDI QIDQ5080161

Yi-Ting Chen, Hung-Jen Wang

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2011.608037

zbMATH Keywords

method of momentsspecification teststochastic frontier modelcentered residuals

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

A specification test for the composed error term in the stochastic frontier model ⋮ Testing specification of distribution in stochastic frontier analysis ⋮ Consistent estimation of the fixed effects stochastic frontier model ⋮ Type II failure and specification testing in the stochastic frontier model

Uses Software

• frontier

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Diagnostic testing and evaluation of maximum likelihood models
• Pitfalls in the estimation of a cost function that ignores allocative inefficiency: a Monte Carlo analysis
• A test for distributional assumptions for the stochastic frontier functions
• Likelihood functions for generalized stochastic frontier estimation
• On the estimation of a flexible frontier production model
• Formulation and estimation of stochastic frontier production function models
• Estimation of growth convergence using a stochastic production frontier approach
• The Folded Normal Distribution: Two Methods of Estimating Parameters from Moments
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• A Primer on Statistical Distributions

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