This article deals with the analysis of house price indexes from a long-range dependence viewpoint. In particular, it estimates the fractional differencing parameter in the London and Paris house price series recognizing in some cases the potential seasonality and allowing for breaks in the...

This article investigates inflation in Mozambique using long-range dependence (LRD) techniques in monthly data from December 1995 to October 2012. Two important features of the data are analysed: persistence and seasonality, looking at aggregated and disaggregated data. The stability of the...

In the housing market, new properties sometimes experience delays before they are sold. Such delays reflect the preferences of buyers in respect of the homes' characteristics. Therefore, it is important for managerial purposes to identify the causes of housing sales delays. After analysing the...

In the housing market, new properties sometimes experience delays before they are sold. Such delays reflect the preferences of buyers in respect of the homes’ characteristics. Therefore, it is important for managerial purposes to identify the causes of housing sales delays. After analysing the...

This article investigates the real convergence of 17 Latin American countries to the US economy for the period 1950 to 2011. Time series methods are used to test stochastic and β-convergence. These methods include the possibility of one or two structural changes. The results show that when...

This article analyses the efficiency of Mozambique insurance companies using a DEA model. Two DEA models are used and a bootstrap approach adopted. Furthermore, the efficiency scores are predicted based on neural networks. The results reveal that Mozambique insurance companies’...

This article evaluates the operational activities of French soccer clubs from 2003 to 2011 by using a finite mixture model that allows controlling for unobserved heterogeneity. In doing so, a stochastic frontier latent class model, which allows the existence of different technologies, is adopted...

This article analyses the technical efficiency of Portuguese hospitals from 1997 to 2008 with the latent class frontier model, enabling the identification of different segments in the cost frontier. It is found that there are three statistically significant segments in the sample, leading to the...

This article analyses the cost efficiency of French first-league rugby clubs using a stochastic frontier model. The frontier estimation confirmed that the model fits the data well with all coefficients correctly signed and in line with the theoretical requirements. The results show that one of...

This paper uses data envelopment analysis (DEA) to evaluate the performance of English Premier League football clubs from 1998/99 to 2002/03 combining sport and financial variables. The paper evaluates how close the clubs are relative to the frontier of best practices, analysing how they manage...