Estimation and inference in nonparametric frontier models : recent developments and perspectives
著者
書誌事項
Estimation and inference in nonparametric frontier models : recent developments and perspectives
(Foundations and trends in econometrics, 5:3-4)
now, c2013
- : pbk
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注記
"This book is originally published as Foundations and trends in econometrics, Volume 5 issues 3-4, ISSN: 1551-3076"--Backcover
Includes bibliographical references (p. 149-158)
内容説明・目次
内容説明
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.
目次
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
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