We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables estimation, that incorporates heteroskedasticity in a natural way and does not use a generalized inverse. A Monte Carlo study examines the performance of the statistic for different...

In the context of the two-tier stochastic frontier model, we present a new closed-form stochastic specification, the half-normal one. Expressions to calculate average and conditional measures of inefficiency are provided, for regression specifications in levels and in logs. Some results related...