  We consider goodness-of-fit tests for the distribution of the composed error
in Stochastic Frontier Models. The proposed test statistic utilizes the
characteristic function of the composed error term, and is formulated as a
weighted integral of properly standardized data. The new test statistic is
shown to be consistent and computationally convenient. Simulation results are
presented whereby resampling versions of the new tests are compared to
classical goodness-of-fit methods.
