Introduction -- Data Envelopment Analysis -- DEA in the Public Sector -- Input-Oriented Efficiency Measures in Australian Schools -- Output-Oriented Efficiency Measures in Australian School -- Productivity Measurement.

We study a consumer non-sequential search oligopoly model with search cost heterogeneity. We first prove that an equilibrium in mixed strategies always exists. We then examine the nonparametric identification and estimation of the costs of search. We find that the sequence of points on the...

This paper considers nonparametric estimation of autoregressive panel models with fixed effects. A within-group type series estimator is developed and its convergence rate and the asymptotic normality are derived. It is found that the series estimator is asymptotically biased and the bias...

We propose and study a class of regression models, in which the mean function is specified parametrically as in the existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing any assumption on its distribution. This...

We propose and study a class of regression models, in which the mean function is specified parametrically as in the existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing any assumption on its distribution. This...

We consider nonparametric estimation of marginal density functions of linear processes by using kernel density estimators. We assume that the innovation processes are i.i.d. and have infinite-variance. We present the asymptotic distributions of the kernel density estimators with the order of...