We consider stochastic frontier models in a panel data setting where there is dependence over time. Current methods of modeling time dependence in this setting are either unduly restrictive or computationally infeasible. Some impose restrictive assumptions on the nature of dependence such as the...

We propose a new rank-based goodness-of-fit test for copulas. It uses the information matrix equality and so relates to the White (1982) specification test. The test avoids parametric specification of marginal distributions, it does not involve kernel weighting, bandwidth selection, or any other...