Similar Search Results

The "wrong skewness" problem : a re-specification of stochastic frontiers

Bonanno, Graziella; Giovanni, Domenico de; Domma, Filippo - In: Journal of productivity analysis 47 (2017) 1, pp. 49-64

Persistent link: https://www.econbiz.de/10011741310

On subcopula estimation for discrete models

Tasena, Santi - In: Asian journal of economics and banking : AJEB 5 (2021) 2, pp. 102-110

Purpose - To discuss subcopula estimation for discrete models. Design/methodology/approach - The convergence of estimators is considered under the weak convergence of distribution functions and its equivalent properties known in prior works. Findings - The domain of the true subcopula associated...

Persistent link: https://www.econbiz.de/10012694803

Descriptive Analysis of the Impact of COVID-19 and Anti-Pandemic Measures on Mortality Rates in the Spanish Population in 2020 Using Graduation Techniques

Navarro, Eliseo; Requena, Pilar - 2022

In this paper, we measure the impact, in relative terms, of Covid-19 pandemic and the actions implemented to deal with it, on the Spanish mortality rates during year 2020. This study has been carried out age by age, distinguishing between male and female populations. The methodology we propose...

Persistent link: https://www.econbiz.de/10013294041

On the impact of serial dependence on penalized regression methods

Tonini, Simone; Chiaromonte, Francesca; Giovannelli, … - 2022

This paper characterizes the impact of serial dependence on the non-asymptotic estimation error bound of penalized … cross-correlations caused by serial dependence. In this respect, we study analytically the density of sample cross …

Persistent link: https://www.econbiz.de/10013336165

Technological inefficiency and the skewness of the error component in stochastic frontier analysis

Carree, Martin Anthony - 2002

(negative) skewness in the case of stochastic production (cost) frontieranalysis. It takes as example the binomial distribution …

Persistent link: https://www.econbiz.de/10011326413

Panel stochastic frontier analysis with dependent error terms

El Mehdi, Rachida; Hafner, Christian M. - In: International econometric review 13 (2021) 2, pp. 24-40

). The novelty of this paper is the consideration of the dependence between the two error terms in the case of panel data and … balanced panel case, several models describing the evolution of the inefficiency over time and the dependence between the two … error terms. The inefficiency and noise terms being dependent, a copula function which reflects the dependence between them …

Persistent link: https://www.econbiz.de/10012816131

Permutation tests on returns to scale and common production frontiers in nonparametric models

Rønn-Nielsen, Anders; Kronborg, Dorte; Asmild, Mette - 2022

Permutation techniques, where one recompute the test statistic over permutations of data, have a long history in statistics and have become increasingly useful as the availability of computational power has increased. Until now, no permutation tests for examining returns to scale assumptions,...

Persistent link: https://www.econbiz.de/10013338075

Coping with Unobservables in Estimating Production Functions : An Example with US Banking Data

Swamy, P.A.V.B; Von zur Mühlen, Peter; Chang, I-Lok - 2022

This paper (i) derives a number of properties of a newly specified multi-input-single-output (MISO) production function with a derived error term, and (ii) using iteratively rescaled generalized least squares, presents estimates of the cross-sectionally varying coefficients of a...

Persistent link: https://www.econbiz.de/10013404424

Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors

Cho, Jin Seo; Phillips, Peter C. B. - 2016

We provide a methodology for testing a polynomial model hypothesis by extending the approach and results of Baek, Cho, and Phillips (2015; Journal of Econometrics; BCP) that tests for neglected nonlinearity using power transforms of regressors against arbitrary nonlinearity. We examine and...

Persistent link: https://www.econbiz.de/10014123918

Closed Form Solution of Correlation in Doubly Truncated or Censored Sample of Bivariate Log-Normal Distribution

Vilmunen, Jouko - 2013

In this study we present a closed form solution to the moments and, in particular, correlation of two log-normally distributed random variables, when the underlying log-normal distribution is potentially truncated or censored at both tails. The closed form solution that we derive also covers the...

Persistent link: https://www.econbiz.de/10013075564