Test for randomness of the technology parameter in a stochastic frontier regression model

DOI10.1007/S10260-009-0129-9MaRDI QIDQ257563zbMATH OpenOpenAlexFDO

Authors T. V. Ramanathan, Chanchala Ghadge

Publication date 17 March 2016

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-009-0129-9

zbMATH Keywords

random coefficient modelsstochastic frontier modelstechnical efficiencytest for randomness

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

Recommendations

• Rank test for testing randomness of the technology parameters in a stochastic frontier regression model
• Rank tests for testing randomness of a regression coefficient in a linear regression model
• Testing parameter constancy in linear models against stochastic stationary parameters
• scientific article; zbMATH DE number 472927
• Centered-residuals-based moment estimator and test for stochastic frontier models

Cites work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A gamma-distributed stochastic frontier model
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses
• Posterior analysis of stochastic frontier models using Gibbs sampling
• Rank tests for testing randomness of a regression coefficient in a linear regression model
• Stochastic Frontier Analysis
• Stochastic frontier models. A Bayesian perspective

Cited in

(2)

• A specification test for the composed error term in the stochastic frontier model
• Rank test for testing randomness of the technology parameters in a stochastic frontier regression model

This page was built for publication: Test for randomness of the technology parameter in a stochastic frontier regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q257563)