When economic production functions are estimated as frontier functions, the deviations from the frontier can be interpreted as individual inefficiency estimates. The necessity for sensible stopping criteria in robust frontier procedures was the motivation for comparing the two popular parametric...

The results of analyzing experimental data using a parametric approach may heavily depend on the chosen model. With this paper we describe computational tools in Splus for a simultaneous selection of parametric regression and variance models from a relatively rich model class and of Box-Cox...

This paper studies the problem of identification and estimation in nonparametric regression models with a misclassified binary regressor where the measurement error may be correlated with the regressors. We show that the regression function is non-parametrically identified in the presence of an...