This paper presents a Monte Carlo simulation study of the bootstrap algorithm proposed by Lothgren and Tambour for calculation of bootstrap confidence intervals for the firm-specific Data Envelopment Analysis (DEA) Malmquist productivity index. The simulation results indicate that the coverage...

It is shown that the bootstrap method should be applied with care for the Data Envelopment Analysis (DEA) estimator of average technical efficiency if the production frontier is stochastic. A stochastic production frontier leads to an inconsistency of the DEA estimator, which in turn leads to...