Similar Search Results

Identification of Segments of French Urban Public Transport with a Latent Class Frontier Model

Roy, William; Barros, Carlos - HAL - 2007

This paper analyses technical efficiency of French urban public transport from 1995 to 2002 with unbalanced panel data. The latent class frontier model is used allowing the identification of different segments in the production frontier. We find that there are three statistically significant...

Persistent link: https://www.econbiz.de/10008789079

Pivotal estimation in high-dimensional regression via linear programming

Gautier, Eric; Tsybakov, Alexandre - HAL - 2013

distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The …

Persistent link: https://www.econbiz.de/10010821466

Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance

Fliess, Michel; Join, Cédric - HAL - 2008

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of foreign exchange rates, via a "model-free" setting,...

Persistent link: https://www.econbiz.de/10008791958

A mathematical proof of the existence of trends in financial time series

Fliess, Michel; Join, Cédric - HAL - 2009

We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in the language of nonstandard analysis (Integration over finite sets, F. & M. Diener (Eds):...

Persistent link: https://www.econbiz.de/10008792433

Steady-State Labor Supply Elasticities: An International Comparison

Bargain, Olivier; Peichl, Andreas - HAL - 2013

This note provides an extensive survey of studies estimating steady-state labor supply elasticities for Western Europe and the US. Differences are driven by the heterogeneity in work preferences across countries and by methodological difference across studies (data, selection or model estimation...

Persistent link: https://www.econbiz.de/10010933859

Comparing Labor Supply Elasticities in Europe and the US: New Results

Bargain, Olivier; Orsini, Kristian; Peichl, Andreas - HAL - 2012

We suggest the first large-scale international comparison of labor supply elasticities for 17 European countries and the US, separately by gender and marital status, with measurement differences netted out by using a harmonized empirical approach and comparable data sources. We find that...

Persistent link: https://www.econbiz.de/10010933900

Estimating the functional form of road traffic maturity

Nunez, Antonio - HAL - 2008

-term forecasts, due to constant elasticity to gross domestic product these models assume. In this paper we argue that traffic … maturity results from decreasing marginal utility of transport. The elasticity of individual mobility with respect to the … revenue tends to decrease when the level of mobility increases. In order to find evidences of decreasing elasticity we analyse …

Persistent link: https://www.econbiz.de/10008790680

Total Factor Productivity and Technical Efficiency of Indian Manufacturing: The Role of Infrastructure and Information & Communication Technology

Mitra, Arup; Sharma, Chandan; Veganzones, Marie-Ange - HAL - 2011

suggest that the impact of core infrastructure is rather strong on TFP and TE (elasticity of 0.32 and 0.17 respectively …

Persistent link: https://www.econbiz.de/10009644165

Is participatory social learning a performance driver for Chinese smallholder farmers?

GUO, Huanxiu; Marchand, Sébastien - HAL - 2013

This paper aims to test the effect of smallholder farmers' participatory social learning on their gain of performance in a village of southwest China. By exploring a panel structure survey data collected in the village, we identify the social learning effect using a Spatial Autoregressive (SAR)...

Persistent link: https://www.econbiz.de/10010821192

Health Insurance Reform and Efficiency of Township Hospitals in Rural China: An Analysis from Survey Data

Audibert, Martine; Huang, Xiao Xian; Mathonnat, Jacky; … - HAL - 2012

In the rural health-care organization of China, township hospitals ensure the delivery of basic medical services. Particularly damaged by the economic reforms implemented from 1975 to the end of the 1990s, township hospitals efficiency is questioned, mainly with the implementation since 2003 of...

Persistent link: https://www.econbiz.de/10009001268