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Simple tests of alternative specifications in stochastic frontier models

โœ Scribed by Peter Schmidt; Tsai-Fen Lin


Book ID
107949900
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
849 KB
Volume
24
Category
Article
ISSN
0304-4076

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Model Specification Tests in Nonparametr
โœ Jiti Gao; Howell Tong; Rodney Wolff ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 235 KB

In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example.