Nonparametric Efficiency Estimation in Stochastic Environments (II)

We consider the issues of noise-to-signal estimation, finite sample performance and hypothesis testing for the nonparametric efficiency estimation technique proposed in Cherchye, L., T. Kuosmanen and G. T. Post (2001) 'Nonparametric efficiency estimation in stochastic environments', forthcoming in Operations Research. In addition, we apply the technique for analyzing European banks.

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Year of publication:	2001-05-18
Authors:	Cherchye, Cherchye, L. ; Post, Post, G.T.
Institutions:	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
Subject:	European banks \| finite sample performance \| hypothesis testing \| noise-to-signal estimation \| nonparametric efficiency estimation

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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-2001-26-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

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