Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables

This paper develops a novel statistic for firm efficiency called efficiency depth that allows for statistical inference in case of errors-in-variables. We derive statistical tests that require minimal statistical assumptions; neither the sample distribution nor the noise level is required. An empirical illustration for European banks illustrates that - despite the minimal assumptions- the tests can have substantial discriminating power in practical applications.

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Year of publication:	2001-02-12
Authors:	Kuosmanen, Kuosmanen, T. ; Post, Post, G.T.
Institutions:	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
Subject:	errors-in-variables \| firm efficiency \| nonparametric analysis

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Extent:	application/pdf
Series:	ERIM Report Series Research in Management. - ISSN 1566-5283.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:ems:eureri Number ERS-2001-06-F&A
Classification:	C40 - Econometric and Statistical Methods: Special Topics. General ; G30 - Corporate Finance and Governance. General ; M - Business Administration and Business Economics; Marketing; Accounting
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010837540