The Malmquist Productivity Index (MPI) suggests a convenient way of measuring the productivity change of a given unit between two consequent time periods. Until now, only a static approach for analyzing the MPI was available in the literature. However, this hides a potentially valuable...

The Malmquist Productivity Index (MPI) suggests a convenient way of measuring the productivity change of a given unit between two consequent time periods. Until now, only a static approach for analyzing the MPI was available in the literature. However, this hides a potentially valuable...

This paper analyzes technical efficiency and the value of the marginal product of productive inputs vis-a-vis pesticide use to measure allocative efficiency of pesticide use along productive inputs. We employ the data envelopment analysis framework and marginal cost techniques to estimate...

In diagnostic studies, both sensitivity and specificity depend on cut-off point and they are well-known measures for diagnostic accuracy. The diagnostic cut-off point is mostly unknown and needs to be determined by some optimization criteria out of which the one based on the Youden index has...

This paper discusses a universal approach to the construction of confidence regions for level sets {h(x)≥0}⊂Rq of a function h of interest. The proposed construction is based on a plug-in estimate of the level sets using an appropriate estimate ĥn of h. The approach provides finite sample...

We describe how to test the null hypothesis that errors from two parametrically specified regression models have the same distribution versus a general alternative. First we obtain the asymptotic properties of test-statistics derived from the difference between the two residual-based empirical...

We propose and study by means of simulations and graphical tools a class of goodness-of-fit tests for ARCH models. The tests are based on the empirical distribution function of squared residuals and smooth (parametric) bootstrap. We examine empirical size and power by means of a simulation...