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The economic literature proposes several nonparametric frontier estimators based on the idea of enveloping the data (FDH and DEA-type estimators). Many have claimed that FDH and DEA techniques are non-statistical, as opposed to econometric approaches where particular parametric expressions are...
Persistent link: https://www.econbiz.de/10005625671
This paper proposes a general methodology for bootstrapping in frontier models, extending the more restrictive method proposed in Simar and Wilson (1998a) by allowing for heterogeneity in the structure of efficiency. A numerical illustration with real data is provided to illstrate the methodology.
Persistent link: https://www.econbiz.de/10005625674
Several recent papers in the American Economic Review examined important questions regarding productivity growth and its sources in industrialized countries. We examine two sets of issues raised by these papers, and reassess what can be learned about productivity, efficiency, and technology from...
Persistent link: https://www.econbiz.de/10005625675
This paper further examines the bootstrap method proposed by Simar and Wilson (1998) for DEA efficiency estimators. Some simplifications are provided, and we provide Monte Carlo evidence on the coverage probabilities of confidence intervals estimated by the method.
Persistent link: https://www.econbiz.de/10005625683
This paper further examines the bootstrap method proposed by Simar and Wilson (1998) for DEA efficiency estimators. Some simplifications are provided, and we provide Monte Carlo evidence on the coverage probabilities of confidence intervals estimated by the method.
Persistent link: https://www.econbiz.de/10005625687
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This paper demonstrates that the bootstrap procedure suggested by Ferrier and Hirschberg (1997) gives inconsistent estimates. A very simple example is given to illustrate the statistical issues underlying nonparametric efficiency measurement and the problems with the Ferrier/Hirschberg approach,...
Persistent link: https://www.econbiz.de/10005669303
When stochastic errors are added to data from a distribution with a sharp boundary, such as a changepoint or a frontier, nonparametric estimation of the boundary can be interpreted as a problem of deconvolution. We argue that, rather than attempting to estimate the distribution of the...
Persistent link: https://www.econbiz.de/10005776110