This paper employs bootstrapping to correct for bias and to construct confidence intervals for Malmquist TFP indices …

combination of matrix decomposition, classical non-linear estimation techniques as well as bootstrapping based resampling. The …

Wilson's (1999) bootstrapping procedure. The main contribution of the paper is to account in the second stage for the … information provided by the bootstrap in the first stage. The DEA standard errors of the Malmquist indices given by bootstrapping …