Testing specification of distribution in stochastic frontier analysis

DOI10.1016/J.JECONOM.2022.03.002MaRDI QIDQ6190960zbMATH OpenOpenAlexFDO

Authors Ming-Yen Cheng, Shouxia Wang, Lucy Xia, Xibin Zhang

Publication date 6 March 2024

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2022.03.002

zbMATH Keywords

local polynomial regressionnonparametric smoothingsemiparametric modelsundersmoothingvarying-coefficient models

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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• A test for distributional assumptions for the stochastic frontier functions
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• Estimating the Efficiency of Production
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• Formulation and estimation of stochastic frontier production function models
• Goodness-of-fit tests for the error distribution in nonparametric regression
• Maximum likelihood estimation of econometric frontier functions
• Non-parametric estimation of the residual distribution
• Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
• Nonparametric frontier estimation: A robust approach.
• Nonparametric model checks for regression
• Nonparametric stochastic frontiers: a local maximum likelihood approach
• Statistical estimation in varying coefficient models
• Stochastic panel frontiers: A semiparametric approach
• Technological inefficiency and the skewness of the error component in stochastic frontier analysis
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Cited in

(2)

• Testing the impacts on inefficiency in a semiparametric stochastic frontier model
• Goodness of fit tests in spatial autoregressive stochastic frontier models

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