Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model

References

• Aigner , D. J. , Lovell , C. A. K. , Schmidt , P. ( 1977 ). Formulation and estimation of stochastic frontier production function models . Journal of Econometrics 6 : 21 – 37 .
   Google Scholar
• Breusch , T. S. , Pagan , A. R. ( 1979 ). A simple test for heteroscedasticity and random coefficient variation . Econometrica 47 : 1287 – 1294 .
   Web of Science ®Google Scholar
• Chernick , M. R. ( 2008 ). Bootstrap Methods: A Guide for Practitioners and Researchers . New York : Wiley .
   Google Scholar
• Christensen , L. R. , Greene , W. H. ( 1976 ). Economies of scale in U.S. electric power generation . Journal of Political Economy 84 : 655 – 676 .
   Web of Science ®Google Scholar
• Coelli , T. J. , Rao , P. , Battese , G. E. ( 2005 ). An Introduction to Efficiency and Productivity Analysis . New York : Springer .
   Google Scholar
• Davison , A. C. , Hinkley , D. V. (2003). Bootstrap Methods and Their Applications . London : Cambridge University Press.
   Google Scholar
• Desli , E. , Ray , S. C. , Kumbhakar , S. C. ( 2003 ). A dynamic stochastic frontier production models with time-varying efficiency . Applied Economics Letters 10 : 623 – 626 .
   Web of Science ®Google Scholar
• Farrell , M. ( 1957 ). The measurement of productive efficiency . Journal of the Royal Statistical Society A 120 ( 3 ): 253 – 81 .
   Web of Science ®Google Scholar
• Greene , W. ( 1990 ). A gamma-distributed stochastic frontier model . Journal of Econometrics 46 : 141 – 163 .
   Web of Science ®Google Scholar
• Huang , H. ( 2004 ). Estimation of technical inefficiencies with heterogeneous technologies . Journal of Productivity Analysis 21 : 277 – 296 .
   Web of Science ®Google Scholar
• Kalirajan , K. P. , Obwona , M. B. ( 1994 ). Frontier production function: The stochastic coefficients approach . Oxford Bulletin of Economics and Statistics 56 : 87 – 96 .
   Web of Science ®Google Scholar
• Kumbhakar , S. C. , Lovell , C. A. K. ( 2000 ). Stochastic Frontier Analysis . London : Cambridge University .
   Google Scholar
• Meeusen , W. , van den Broeck , J. ( 1977 ). Efficiency estimation from Cobb–Douglas production functions with composed error . International Economic Review 18 : 435 – 44 .
   Web of Science ®Google Scholar
• Newbold , P. , Bos , T. ( 1985 ). Stochastic Parameter Regression Models. Quantitative Applications in Social Sciences, A Sage University paper, No. 51, London .
   Google Scholar
• Rajarshi , M. B. , Ramanathan , T. V. , Ghadge , C. ( 2009 ). Rank based tests for testing the constancy of the regression coefficients against random walk alternatives, preprint .
   Google Scholar
• Ramanathan , T. V. , Ghadge , C. ( 2010 ). Test for randomness of the technology parameter in a stochastic frontier regression model . Statistical Methods and Applications 19 : 319 – 331 .
   Google Scholar
• Ramanathan , T. V. , Rajarshi , M. B. ( 1992 ). Rank tests for testing randomness of a regression coefficient in a linear regression model . Metrika 39 : 113 – 124 .
   Google Scholar
• Shao , J. , Tu , D. ( 1995 ) The Jackknife and Bootstrapping. , 2nd ed. New York : Springer-Verlag .
   Google Scholar
• Sharock , G. R. , Wellner , J. A. ( 1986 ) Empirical Process with Applications to Statistics . New York : John Wiley .
   Google Scholar
• Tsionas , E. G. ( 2002 ). Stochastic frontier models with random coefficients . Journal of Applied Econometrics 17 : 127 – 147 .
   Web of Science ®Google Scholar
• Tsionas , E. ( 2006 ) Inference in dynamic stochastic frontier models . Journal of Applied Econometrics 21 ( 5 ): 669 – 676 .
   Web of Science ®Google Scholar
• Tsionas , E. , Kumbhakar , S. C. ( 2004 ). Markov switching stochastic frontier model . Econometrics Journal 7 : 398 – 425 .
   Google Scholar