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Likelihood ratio tests for model selection of stochastic frontier models

✍ Scribed by Hung-pin Lai; Cliff J. Huang


Publisher
Springer
Year
2009
Tongue
English
Weight
340 KB
Volume
34
Category
Article
ISSN
0895-562X

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Let \(\boldsymbol{W}\) be a \(p \times p\) matrix distributed according to the Wishart distribution \(W_{p}(n, \boldsymbol{\Phi})\) with \(\boldsymbol{\Phi}\) positive definite and \(n \geqslant p\). Let \(\left(m / \sigma^{2}\right) g\) be distributed according to the chi-squared distribution \(\ch