Nonparametric Efficiency Estimation in Stochastic Environments (II)

We consider the issues of noise-to-signal estimation, finite sample performance and hypothesis testing for the nonparametric efficiency estimation technique proposed in Cherchye, L., T. Kuosmanen and G. T. Post (2001) 'Nonparametric efficiency estimation in stochastic environments', forthcoming in Operations Research. In addition, we apply the technique for analyzing European banks.

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Year of publication:	2001-05-18
Authors:	Cherchye, L. ; Post, G.T.
Institutions:	Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
Subject:	nonparametric efficiency estimation \| noise-to-signal estimation \| finite sample performance \| hypothesis testing \| European banks

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Extent:	application/pdf
Series:	Research Paper. - ISSN 1566-5283.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureri Number ERS-2001-26-F&A
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004969828