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Measuring cost efficiency in banking : econometric and linear programming evidence
Ferrier, Gary Donald - In: Journal of econometrics 46 (1990) 1, pp. 229-245
Persistent link: https://www.econbiz.de/10001163569
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A Gamma-distributed stochastic frontier model
Greene, William H. - In: Journal of econometrics 46 (1990) 1, pp. 141-163
Persistent link: https://www.econbiz.de/10001163582
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Goodness-of-fit in optimizing models
Varian, Hal R. - In: Journal of econometrics 46 (1990) 1, pp. 125-140
Persistent link: https://www.econbiz.de/10001163583
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Transformations in stochastic DEA models
Sengupta, Jati K. - In: Journal of econometrics 46 (1990) 1, pp. 109-123
Persistent link: https://www.econbiz.de/10001163584
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Polyhedral cone-ratio DEA models with an illustrative application to large commercial banks
Charnes, Abraham (contributor) - In: Journal of econometrics 46 (1990) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001163586
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Recent developments in the econometric estimation of frontiers
Bauer, Paul William - In: Journal of econometrics 46 (1990) 1, pp. 39-56
Persistent link: https://www.econbiz.de/10001163588
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Recent developments in DEA : the mathematical programming approach to frontier analysis
Seiford, Lawrence M. - In: Journal of econometrics 46 (1990) 1, pp. 7-38
Persistent link: https://www.econbiz.de/10001163589
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An interior point algorithm for nonlinear quantile regression
Koenker, Roger - In: Journal of econometrics 71 (1996) 1, pp. 265-283
Persistent link: https://www.econbiz.de/10001194733
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Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios; Topaloglou, Nikolas - In: Journal of econometrics 198 (2017) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
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Simple resampling methods for censored regression quantiles
Bilias, Yannis; Chen, Songnian; Ying, Zhiliang - In: Journal of econometrics 99 (2000) 2, pp. 373-386
Persistent link: https://www.econbiz.de/10001511984