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What explains the technical efficiency of banks in Tunisia? : evidence from a two-stage data envelopment analysis

Jelassi, Mohamed Mehdi; Delhoumi, Ezzeddine - In: Financial innovation : FIN 7 (2021), pp. 1-26

In this study we examine the potential determinants of technical efficiency for the Tunisian commercial banking sector over the period of 1995-2017. First, we estimate banking technical efficiency with a radial and non-radial bootstrap data envelopment analysis. For the radial technique, we use...

Persistent link: https://www.econbiz.de/10012617389

On the identification of structural linear functionals

Escanciano, Juan Carlos; Li, Wei - 2013

This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified …

Persistent link: https://www.econbiz.de/10010188249

Semiparametric Robust Estimation of Truncated and Censored Regression Models

Cizek, Pavel - 2008

semiparametric general trimmed estimator (GTE) of truncated and censored regression, which is highly robust and relatively imprecise …

Persistent link: https://www.econbiz.de/10014047660

Semiparametric Fourier-Dependent Sieve IV Estimator (SPIV) For Truncated Data

Billfeld, Nir - 2019

endogenous covariate in the substantive equation can amount to almost tenfold the true parameter value. We oﬀer a semiparametric …. Using Monte Carlo simulations attest to very high accuracy of our oﬀered semiparametric Sieve IV estimator as well as high …

Persistent link: https://www.econbiz.de/10012895938

A nonparametric regression estimator that adapts to error distribution of unknown form

Linton, Oliver; Xiao, Zhijie - 2001

We propose a new estimator for nonparametric regression based on local likelihood estimation using an estimated error … score function obtained from the residuals of a preliminary nonparametric regression. We show that our estimator is …

Persistent link: https://www.econbiz.de/10009613602

Kernel density estimation for undirected dyadic data

Graham, Bryan S.; Niu, Fengshi; Powell, James - 2019 - This Draft: July 2019

We study nonparametric estimation of density functions for undirected dyadic random variables (i.e., random variables …, of nodes. This di?ers from the results for nonparametric estimation of densities and regres-sion functions for monadic …

Persistent link: https://www.econbiz.de/10012053034

Exact Computation of Censored Least Absolute Deviations Estimator

Bilias, Yannis - 2018

We show that exact computation of the censored least absolute deviations (CLAD) estimator proposed by Powell (1984) may be achieved by formulating the estimator as a linear Mixed Integer Programming (MIP) problem with disjunctive constraints. We apply our approach to three previously studied...

Persistent link: https://www.econbiz.de/10012938165

Let's get LADE : robust estimation of semiparametric multiplicative volatility models

Koo, Bonsoo; Linton, Oliver - 2013

robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility … propose different robust estimation methods for nonstationary and strictly stationary GARCH parameters with nonparametric long …

Persistent link: https://www.econbiz.de/10009719116

Macroeconomic development and stock market performance : a non-parametric approach

Adu, George; Marbuah, George; Mensah, Justice Tei; … - 2013

This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …

Persistent link: https://www.econbiz.de/10011526923

The determinants of decision time

Conte, Anna; Hey, John Denis; Soraperra, Ivan - 2014

This paper estimates the determinants of decision time for different types of decision maker in the context of an experimental investigation of multiple prior models of behaviour under ambiguity. Four models are considered: Expected Utility, Smooth, Rank Dependent Expected Utility and Alpha...

Persistent link: https://www.econbiz.de/10010253146