Testing specification of distribution in stochastic frontier analysis
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Cites work
- A gamma-distributed stochastic frontier model
- A test for distributional assumptions for the stochastic frontier functions
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Analysis of panel data
- Asymptotic distribution-free tests for semiparametric regressions with dependent data
- Centered-residuals-based moment estimator and test for stochastic frontier models
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Estimating the Efficiency of Production
- Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: a semiparametric approach
- 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
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