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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of productivity analysis"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
61
Schätztheorie
61
Theorie
32
Theory
32
Technical efficiency
30
Technische Effizienz
30
Production function
25
Produktionsfunktion
25
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Efficiency
12
Estimation
11
Schätzung
11
Effizienz
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Productivity
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Produktivität
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Stochastic process
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USA
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United States
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Data envelopment analysis
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Data-Envelopment-Analyse
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Panel
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Panel study
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Bayes-Statistik
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Bayesian inference
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Cost function
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Industrie
4
Kostenfunktion
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Manufacturing industries
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Regression analysis
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Regressionsanalyse
4
Technischer Fortschritt
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Technological change
4
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3
Bootstrap approach
3
Bootstrap-Verfahren
3
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Article in journal
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English
9
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Schmidt, Peter
2
Amsler, Christine Elaine
1
Battese, George Edward
1
Dumont, Michel
1
Greene, William H.
1
Henningsen, Arne
1
Henningsen, Géraldine
1
Horrace, William C.
1
Jensen, Uwe
1
Kim, Yangseon
1
Maindiratta, Ajay
1
Merlevede, Bruno
1
Parmeter, Christopher F.
1
Rambaldi, Alicia N.
1
Rayp, Glenn
1
Sarath, Bharat
1
Simar, Léopold
1
Verschelde, Marijn
1
Wan, Guanghua
1
Wang, Wei Siang
1
Zelenyuk, Valentin
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Journal of productivity analysis
Journal of econometrics
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Insurance / Mathematics & economics
51
Econometric reviews
50
Econometric theory
47
Economic modelling
29
The econometrics journal
29
Journal of empirical finance
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Journal of forecasting
19
Quantitative finance
19
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Applied economics letters
13
Journal of risk
13
Statistical papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Operations research
12
Finance and stochastics
11
Mathematics of operations research
11
Operations research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Quantitative economics : QE ; journal of the Econometric Society
9
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ECONIS (ZBW)
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1
Semiparametric stochastic metafrontier efficiency of European manufacturing firms
Verschelde, Marijn
;
Dumont, Michel
;
Rayp, Glenn
; …
- In:
Journal of productivity analysis
45
(
2016
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10011631396
Saved in:
2
A Monte Carlo study on multiple output stochastic frontiers : a comparison of two approaches
Henningsen, Géraldine
;
Henningsen, Arne
;
Jensen, Uwe
- In:
Journal of productivity analysis
44
(
2015
)
3
,
pp. 309-320
Persistent link: https://www.econbiz.de/10011578895
Saved in:
3
Stochastic FDH/DEA estimators for frontier analysis
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of productivity analysis
36
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009271735
Saved in:
4
Semiparametric deconvolution with unknown error variance
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of productivity analysis
35
(
2011
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10009273081
Saved in:
5
Goodness of fit tests in stochastic frontier models
Wang, Wei Siang
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of productivity analysis
35
(
2011
)
2
,
pp. 95-118
Persistent link: https://www.econbiz.de/10009273106
Saved in:
6
Fixed and random effects in stochastic frontier models
Greene, William H.
- In:
Journal of productivity analysis
23
(
2005
)
1
,
pp. 7-32
Persistent link: https://www.econbiz.de/10002626358
Saved in:
7
A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data
Kim, Yangseon
;
Schmidt, Peter
- In:
Journal of productivity analysis
14
(
2000
)
2
,
pp. 91-118
Persistent link: https://www.econbiz.de/10001512661
Saved in:
8
A stochastic frontier production function with flexible risk properties
Battese, George Edward
- In:
Journal of productivity analysis
8
(
1997
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10001227770
Saved in:
9
On the consistency of maximum likelihood estimation of monotone and concave production frontiers
Sarath, Bharat
- In:
Journal of productivity analysis
8
(
1997
)
3
,
pp. 239-246
Persistent link: https://www.econbiz.de/10001227775
Saved in:
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