Search Results - subject:"Nonparametric Tests"

Cluster-adjusted DEA efficiency in the presence of heterogeneity: An application to banking sector

Sakouvogui, Kekoura; Shaik, Saleem; Addey, Kwame Asiam - In: Open Economics 3 (2020) 1, pp. 50-69

This paper improves on the issues of extreme data points and heterogeneity found in the linear programming data envelopment analysis (DEA) by presenting a cluster-adjusted DEA model (DEA with cluster approach). This analysis, based on efficiency, determines the number of clusters via Gap...

Persistent link: https://www.econbiz.de/10012598242

Cluster-adjusted DEA efficiency in the presence of heterogeneity : an application to banking sector

Sakouvogui, Kekoura; Shaik, Saleem; Addey, Kwame Asiam - In: Open economics 3 (2020) 1, pp. 50-69

Persistent link: https://www.econbiz.de/10012213369

On the efficiency of stock markets: A case of selected OPEC member countries

Olubiyi, Ebenezer A.; Olopade, Peter O. - In: CBN Journal of Applied Statistics 09 (2018) 2, pp. 75-101

estimation are performed. Results of both parametric and nonparametric tests indicate that only Qatar's stock market is weak …

Persistent link: https://www.econbiz.de/10012229197

On the efficiency of stock markets : a case of selected OPEC member countries

Olubiyi, Ebenezer Adesoji; Olopade, Peter O. - In: CBN journal of applied statistics 9 (2018) 2, pp. 75-101

estimation are performed. Results of both parametric and nonparametric tests indicate that only Qatar's stock market is weak …

Persistent link: https://www.econbiz.de/10012031155

Is utility transferable? a revealed preference analysis

Cherchye, Laurens; Demuynck, Thomas; De Rock, Bram - In: Theoretical Economics 10 (2015) 1, pp. 51-65

The transferable utility hypothesis underlies important theoretical results in household economics. We provide a revealed preference framework for bringing this (theoretically appealing) hypothesis to observational data. We establish revealed preference conditions that must be satisfied for...

Persistent link: https://www.econbiz.de/10011599534

A Nonparametric Search for Information Effects from USDA Reports

Dorfmann, Jeffrey; Karali, Berna - In: Journal of Agricultural and Resource Economics 40 (2015) 1

Two nonparametric tests are employed to investigate the potential information value of USDA crop and livestock reports …

Persistent link: https://www.econbiz.de/10011168065

Is utility transferable? a revealed preference analysis

Cherchye, Laurens; Demuynck, Thomas; De Rock, Bram - In: Theoretical Economics 10 (2015) 1

Persistent link: https://www.econbiz.de/10011145590

Is utility transferable? : a revealed preference analysis

Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de - In: Theoretical economics : TE ; an open access journal in … 10 (2015) 1, pp. 51-65

Persistent link: https://www.econbiz.de/10011674052

Nonparametric test for a constant beta over a fixed time interval

Reiß, Markus; Todorov, Viktor; Tauchen, George - 2014

We derive a nonparametric test for constant (continuous) beta over a fixed interval of time. Continuous beta is defined as the ratio of the continuous covariation between an asset and observable risk factor (e.g., the market return) and the continuous variation of the latter. Our test is based...

Persistent link: https://www.econbiz.de/10010333208

A combined nonparametric test for seasonal unit roots

Kunst, Robert M. - 2014

Nonparametric unit-root tests are a useful addendum to the tool-box of time-series analysis. They tend to trade off power for enhanced robustness features. We consider combinations of the RURS (seasonal range unit roots) test statistic and a variant of the level-crossings count. This combination...

Persistent link: https://www.econbiz.de/10010368247