Similar Search Results

An introduction to efficiency and productivity analysis

Coelli, Tim; Prasada Rao, D. S.; O'Donnell, Christopher John - 2005 - Second edition

Persistent link: https://www.econbiz.de/10002731255

An Introduction to Efficiency and Productivity Analysis

Coelli, Tim; Prasada Rao, D. S.; O'Donnell, Christopher John - 2005 - Second Edition

considerable expertise to the project in the area of performance measurement. Numerous topics are being added and more applications … book. In recent years, there have been a number of excellent advance-level books published on performance measurement. This … book, however, is the first systematic survey of performance measurement with the express purpose of introducing the field …

Persistent link: https://www.econbiz.de/10013520409

Stochastic non-smooth envelopment of data for multi-dimensional output

Schaefer, Julia; Clermont, Marcel - In: Journal of productivity analysis 50 (2018) 3, pp. 139-154

Persistent link: https://www.econbiz.de/10012005131

Exact and stochastic methods for robustness analysis in the context of Imprecise Data Envelopment Analysis

Labijak-Kowalska, Anna; Kadziński, Miłosz - In: Operational research : an international journal 23 (2023) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10013539004

Comparative performance analysis of frontier-based efficiency measurement methods : a Monte Carlo simulation

Ahn, Heinz; Clermont, Marcel; Langner, Julia - In: European journal of operational research : EJOR 307 (2023) 1, pp. 294-312

Persistent link: https://www.econbiz.de/10014292955

Testing stationarity with unobserved-components models

Morley, James C.; Panovska, Irina B.; Sinclair, Tara M. - In: Macroeconomic dynamics 21 (2017) 1, pp. 160-182

Persistent link: https://www.econbiz.de/10011686122

Estimating the parameters of stochastic differential equations by Monte Carlo methods

Hurn, Stan; Lindsay, Kenneth A. - 1995

Persistent link: https://www.econbiz.de/10000916033

Box-Cox stochastic volatility models with heavy-tails and correlated errors

Zhang, Xibin; King, Maxwell L. - 2004

Persistent link: https://www.econbiz.de/10002479501

Bayesian Estimation of the Multi-Factor Heston Stochastic Volatility Model

Fruhwirth-Schnatter, Sylvia; Sögner, Leopold - 2014

The goal of this article is an exact Bayesian analysis of the Heston (1993) stochastic volatility model. We carefully study the effect different parameterizations of the latent volatility process and the parameters of the volatility process have on the convergence and the mixing behavior of the...

Persistent link: https://www.econbiz.de/10014221761

The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models

Grothe, Oliver - 2017

We consider Particle Gibbs (PG) as a tool for Bayesian analysis of non-linear non-Gaussian state-space models. PG is a Monte Carlo (MC) approximation of the standard Gibbs procedure which uses sequential MC (SMC) importance sampling inside the Gibbs procedure to update the latent and potentially...

Persistent link: https://www.econbiz.de/10012970355