potential resolution using the bootstrap. …

nonstandard ARCH models. We develope parametric and nonparametric bootstrap tests based both on the LM statistic and a neural … problem using bootstrap methods, making possible a better finite-sample estimate of the distribution of the test statistic. A …

bootstrap algorithm which is suitable for the dependence case. This allows us to estimate the efficiency percentile confidence …Stochastic frontier analysis (SFA) is often used to estimate technical efficiency of entities such as firms, countries … Maximum Likelihood (ML) methods, an open issue concerns the inference of the technical efficiencies. We propose a parametric …

bootstrap algorithm which is suitable for the dependence case. This allows us to estimate the efficiency percentile confidence …Stochastic frontier analysis (SFA) is often used to estimate technical efficiency of entities such as firms, countries … Maximum Likelihood (ML) methods, an open issue concerns the inference of the technical efficiencies. We propose a parametric …

Conventional approaches for inference about efficiency in parametric stochastic frontier (PSF) models are based on …-to-noise ratios. We also present a bootstrap method that gives confidence interval estimates for (conditional) expectations of … efficiency, and which have good coverage properties that improve with sample size. In addition, researchers who estimate PSF …