随机前沿模型中组成误差项的规范检验

IF 2.1 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2023-10-05 DOI:10.1016/j.econlet.2023.111390

Alecos Papadopoulos , Christopher F. Parmeter

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引用次数: 0

摘要

我们对随机前沿模型中的复合误差项的分布提出了一种计算简单但功能强大的规范检验，它可以检验具有非零超额峰度的噪声分布。这个测试框架为研究人员提供了一个机会，可以测试比目前现有测试更广泛的分布对。这将有可能在实践中实现更稳健的建模决策。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A specification test for the composed error term in the stochastic frontier model

We present a simple-to-compute but powerful specification test for the distribution of the composite error term in the stochastic frontier model, that can test for noise distributions with non-zero excess kurtosis. This testing framework offers researchers the opportunity to test for a much wider array of distributional pairs than currently existing tests. This will potentially allow more robust modeling decisions in practice.

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.