17-097/III - Specification Testing of Production in a Stochastic Frontier Model
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AuthorsXu Guo, Beijing Normal University; Gao-Rong Li, Beijing University of Technology; Michael McAleer, Econometric Institute, Erasmus University Rotterdam; Wing-Keung Wong, Asia University, Lingnan University
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Publication dateOctober 26, 2017
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KeywordsProduction frontier function, Stochastic frontier model, Specification testing, Wild bootstrap, Smoothing process, Empirical process, Simulations
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JELC0, C13, C14, D81