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De Witte, Kristof; Dijkgraaf, Elbert - 2007

association started with a voluntary benchmarking aimed to increase the efficiency and effectiveness of the sector. Secondly … efficiency of these two evolutions. In particular, we adapt Free Disposal Hull (FDH) to estimate robust and conditional non …-oriented efficiency estimates. Parametric COLS (Fourier) tests show the robustness of the model with respect to the specification and its …

Persistent link: https://www.econbiz.de/10011373828

Does accessibility to higher education matter? : choice behavior of high school graduates in the Netherlands

Sá, Carla; Florax, Raymond J. G. M.; Rietveld, Piet - 2004

This paper identifies pivotal factors behind individual decision-making in the transition from high school to post-secondary education in the Netherlands. We apply a multinomial logit framework to individual data on post-secondary education choices. Specifically, our modeling approach...

Persistent link: https://www.econbiz.de/10011335210

Homothetic efficiency and test power : a non-parametric approach

Heufer, Jan; Hjertstrand, Per - 2015

We provide a nonparametric revealed preference approach to demand analysis based on homothetic efficiency … homothetic efficiency of consumption choices. It generalises Heufer's (2013) two-dimensional concept to arbitrary dimensions and …

Persistent link: https://www.econbiz.de/10010532589

EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments

Sluis, Pieter J. van der - 1998

Econometric estimation using simulation techniques, such as the efficient method of moments, may betime consuming. The use of ordinary matrix programming languages such as Gauss, Matlab, Ox or S-plus will very often cause extra delay. For the Efficient Method of Moments implemented to...

Persistent link: https://www.econbiz.de/10010533201

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

proposed estimation approach pairs intuitiveappeal with computational efficiency. We evaluate various alternative estimation …

Persistent link: https://www.econbiz.de/10011301159

Nonparametric estimation for non-homogeneous semi-Markov processes : an application to credit risk

Monteiro, André Antonio; Smirnov, Georgi V.; Lucas, André - 2006

We propose procedures for estimating the time-dependent transition matrices for the general class of finite nonhomogeneous continuous-time semi-Markov processes. We prove the existence and uniqueness of solutions for the system of Volterra integral equations defining the transition matrices,...

Persistent link: https://www.econbiz.de/10011348706

Commuters' preferences for fast and reliable travel

Koster, Paul; Koster, Hans - 2013

Persistent link: https://www.econbiz.de/10010191398

Extracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series

Koopman, Siem Jan; Wong, Soon Yip - 2006

A growing number of empirical studies provides evidence that dynamic properties of macroeconomic time series have been changing over time. Model-based procedures for the measurement of business cycles should therefore allow model parameters to adapt over time. In this paper the time dependencies...

Persistent link: https://www.econbiz.de/10011350381

Specification testing of production in a stochastic frontier model

Guo, Xu; Li, Gao-Rong; McAleer, Michael; Wong, Wing Keung - 2017

Parametric production frontier functions are frequently used in stochastic frontier models, but there do not seem to be any empirical test statistics for its plausibility. To bridge the gap in the literature, we develop two test statistics based on local smoothing and an empirical process,...

Persistent link: https://www.econbiz.de/10011739112

Interquantile expectation regression

Barendse, Sander - 2017

We propose a semiparametric estimator to determine the effects of explanatory variables on the conditional interquantile expectation (IQE) of the random variable of interest, without specifying the conditional distribution of the underlying random variables. IQE is the expected value of the...

Persistent link: https://www.econbiz.de/10011622915

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