Estimation and Inference in Nonparametric Frontier Models
Recent Developments and Perspectives
Seiten
2013
now publishers Inc (Verlag)
978-1-60198-666-5 (ISBN)
now publishers Inc (Verlag)
978-1-60198-666-5 (ISBN)
Provides a thorough examination of this topic for students and researchers alike. While nonparametric estimators are widely used to estimate the productive efficiency of firms and other organizations, it is often done without any attempt to make statistical inference.
Estimation and Inference in Nonparametric Frontier Models provides a thorough examination of this topic for students and researchers alike. While nonparametric estimators are widely used to estimate the Productive efficiency of firms and other organizations, it is often done without any attempt to make statistical inference. Recent work has provided statistical properties of these estimators and methods for making statistical inference has established a link between frontier estimation and extreme value theory. New estimators that avoid many of the problems inherent with traditional efficiency estimators have been developed and these new estimators are robust with respect to outliers and avoid the problem of dimensionality. In addition, statistical properties, including asymptotic distributions, of the new estimators are uncovered. Finally, the authors show several approaches for introducing environmental variables into Production models.
Estimation and Inference in Nonparametric Frontier Models provides a thorough examination of this topic for students and researchers alike. While nonparametric estimators are widely used to estimate the Productive efficiency of firms and other organizations, it is often done without any attempt to make statistical inference. Recent work has provided statistical properties of these estimators and methods for making statistical inference has established a link between frontier estimation and extreme value theory. New estimators that avoid many of the problems inherent with traditional efficiency estimators have been developed and these new estimators are robust with respect to outliers and avoid the problem of dimensionality. In addition, statistical properties, including asymptotic distributions, of the new estimators are uncovered. Finally, the authors show several approaches for introducing environmental variables into Production models.
Nonparametric Statistical Models of Production: Combining Economics and Statistics
The Nonparametric Envelopment Estimators
Bootstrap Inference using DEA and FDH Estimators
Robust Order-m Estimators
Robust Order-? Estimators
Outlier Detection
Explaining Inefficiency
Unanswered Questions, Promising Ideas
Acknowledgements
References
Erscheint lt. Verlag | 6.6.2013 |
---|---|
Reihe/Serie | Foundations and Trends® in Econometrics |
Verlagsort | Hanover |
Sprache | englisch |
Maße | 156 x 234 mm |
Gewicht | 249 g |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
ISBN-10 | 1-60198-666-1 / 1601986661 |
ISBN-13 | 978-1-60198-666-5 / 9781601986665 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
mit Aufgaben, Klausuren und Lösungen
Buch | Softcover (2023)
UTB (Verlag)
24,90 €
Set aus Lehr- und Arbeitsbuch
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
35,95 €
Buch | Softcover (2024)
Vahlen, Franz (Verlag)
44,90 €