Luke
 

Non-parametric tests of productive efficiency with errors-in-variables

Tietueen suppeat tiedot
dc.contributor.authorKuosmanen, Timo-
dc.contributor.authorPost, Thierry-
dc.contributor.authorScholtes, Stefan-
dc.contributor.departmentMaa- ja elintarviketalouden tutkimuskeskus (MTT) / TAL Taloustutkimus / Maatalouspolitiikka ja markkinat MTP / Maatalouspolitiikka ja markkinat (MPO)-
dc.contributor.departmentErasmus University Rotterdam-
dc.contributor.departmentUniversity of Cambridge-
dc.date.accepted2008-10-21-
dc.date.accessioned2013-03-19T10:43:31Z
dc.date.accessioned2025-05-27T17:00:20Z
dc.date.available2013-03-19T10:43:31Z
dc.date.created2006-10-09-
dc.date.issued2007-
dc.description.abstractWe develop a non-parametric test of productive efficiency that accounts for errors-in-variables, following the approach of Varian. [1985. Nonparametric analysis of optimizing behavior with measurement error. Journal of Econometrics 30(1/2), 445-458]. The test is based on the general Pareto-Koopmans notion of efficiency, and does not require price data. Statistical inference is based on the sampling distribution of the L8 norm of errors. The test statistic can be computed using a simple enumeration algorithm. The finite sample properties of the test are analyzed by means of a Monte Carlo simulation using real-world data of large EU commercial banks.en
dc.description.dacok-
dc.description.stav-
dc.description.vuosik2007-
dc.formatVerkkojulkaisu-
dc.format.bitstreamfalse
dc.format.mediumJulkaistu myös paperimuodossa-
dc.format.pagerange131-162-
dc.identifier.olddbid404186
dc.identifier.oldhandle10024/463205
dc.identifier.urihttps://jukuri.luke.fi/handle/11111/2148
dc.languageeng-
dc.language.lseng-
dc.publisherElsevier-
dc.publisher.placenl-
dc.relation.doidoi:10.1016/j.jeconom.2005.08.003-
dc.relation.ispartofseriesJournal of Econometrics-
dc.relation.issn0304-4076-
dc.relation.numberinseries1-
dc.relation.volume136-
dc.source.identifierhttps://jukuri.luke.fi/handle/10024/463205
dc.subject.agriforstehokkuus-
dc.subject.agriforstuottavuus-
dc.subject.agriforstestit-
dc.subject.agriforsmenetelmät-
dc.subject.ftenon-parametric production analysis-
dc.subject.ftedata envelopment analysis-
dc.subject.fteerrors-in-variables-
dc.titleNon-parametric tests of productive efficiency with errors-in-variables-
dc.typeb-
dc.type.bib1. Asiantuntijatarkastetut tieteelliset artikkelit-
dc.type.okmfi=A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä|sv=A1 Originalartikel i en vetenskaplig tidskrift|en=A1 Journal article (refereed), original research|-

Tiedostot

Kokoelmat

Julkaisut