Stochastic Non-Parametric Frontier Analysis
Subject Areas : History and biographyM. Rahmani 1 , Gh. Jahanshahloo 2
1 - Department of Mathematics, Science and Research Branch,
Islamic Azad University, Tehran, Iran
2 - Department of Mathematics, Science and Research Branch,
Islamic Azad University, Tehran. Iran
Keywords:
Abstract :
[1] Aigner DJ., Lovell CAK., Schmidt P., 1997. Formulation and estimation of stochastic frontier models. Journal of Econometrics 6, 21-37.
[2] Atkinson SE., Primont D., 2002. Stochastic estimation of firm technology, and productivity growth using shadow cost and distance function. Journal of Econometrics 108, 203-225.
[3] Cazals C., Florens JP., Simar L., 2002. Nonparametric frontier estimation: a Robust approach. Journal of Econometrics 106, 1-25.
[4] Charnes A., Cooper WW., Rhodes E., 1978. Measuring the inefficiency of decision making units. European Journal of Operational Research 2, 429-444.
[5] Chambers, R.G., Y.H. Chung, Fare R., 1998. Proft, Directional Distance Functions and Nerlovian Efficiency. Journal of Optimization Theory and Applications 98, 351{364.
[6] Daouia A, Simar L., 2007. Nonparametric efficiency analysis: a multivariate conditional quantile approach. Journal of Econometrics 140, 375-400.
[7] Daraio C, Simar L., 2007. Advanced Robust and nonparametric methods in efficiency analysis: methodology and applications. Springer, New York.
[8] Daraio C, Simar L., Wilson PW., 2013. Measuring Firm Performance using Nonparametric Quantile-type Distances. TSE Working Papers 13-412, Toulouse School of Economics (TSE).
[9] Debreu G., 1951. The coefficient of resource utilization. Econometrica 19, 273-292.
[10] Deprins D, Simar L, Tulkens H., 1984. Measuring labor inefficiency in post offices. In: Marchand M, Pestieau P, Tulkens H (eds) The performance of public enterprises: concepts and measurements.Amsterdam. North-Holland, pp 243-267.
[11] Fan J., Gijbels I., 1996. Local polynomial modelling and itsapplications. Chapman and Hall, London.
[12] Farrell MJ., 1957. The measurement of productive eciency. Journal of the Royal Statistical Society 120, 253-281.
[13] Fare, R., Grosskopf, S. and Lovell C.A.K., 1985. The Measurement of Eciency of Production. Boston, Kluwer-Nijho Publishing.
[14] Fare, R., and Grosskopf S., 2000. Theory and application of dierectional distance functions. Journal of Productivity Analysis 13, 93-103.
[15] Greene WH., 1990. A gamma-distributed stochastic frontier model. Journal of Econometrics 46, 141-163.
[16] Gstach D., 1998. Another approach to data envelopment analysis in noisy environments: DEA +. Journal of Productivity Analysis 9, 161-176.
[17] Hall P., Simar L., 2002. Estimating a changepoint, boundary or frontier in the presence of observation error. Journal of the American Statistical Association 97, 523-534.
[18] Jondrow J., Lovell CAK., Materov IS., Schmidt P., 1982. On the estimation of technical inefficiency in stochastic frontier production models. Journal of Econometrics 19, 233-238.
[19] Kneip A., Park BU., Simar L., 1998. A note on the convergence of nonparametric DEA estimators for production efficiency scores. Econometric theory 14, 783-793.
[20] Kneip A., Simar L., 1996. A general framework for frontier estimation with panel data. Journal of Productivity Analysis 7, 187-212
[21] Kneip A., Simar L., Wilson PW., 2008. Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models. Econometric Theory 24, 1663-1697
[22] Kumbhakar SC., Park BU., Simar L., Tsionas EG., 2007. Nonparametric stochastic frontiers: a local likelihood approach. Journal of Econometrics 137, 1-27.
[23] Land KC., Lovell CAK., Thore S., 1993. Chance-constrained data envelopment analysis. Managerial and Decision Economics 14, 541-554.
[24] Lovell, K.C.A., Pastor J., 1995. Units invariant and translation invariant DEA models. Operations Research Letters 18, 147{151.
[25] Meeusen W., van den Broek J., 1977. Efficiency estimation from Cobb-Douglas production function with composed error. International economic review 8, 435-444.
[26] Olesen OB., Petersen NC., 1995. Chance-constrained efficiency evaluation. Management Science 41, 442-457.
[27] Park B., Simar L., Weiner Ch., 2000. The FDH estimator for productivity efficiency scores: asymptotic
properties. Econometric Theory 16, 855-877.
[28] Park B., Simar L., Zelenyuk V. 2008. Local likelihood estimation of truncated regression and its partial
derivatives: theory and application. Journal of Econometrics 146, 185-198.
[29] Simar L., 2007. How to improve the performances of DEA/FDH estimators in the presence of noise. Journal
of Productivity Analysis 28, 183-201.
[30] Simar L., Vanhems A., Wilson PW. 2012. Statistical inference for DEA estimators of directional distances. European Journal of Operational Research 230, 853-864.
[31] Simar L., Wilson PW., 2008. Statistical inference in nonparametric frontier models: recent developments and
perspectives. In: Fried H, Lovell CAK, Schmidt S (eds) The measurement of productive efficiency, 2nd edn. Oxford University Press, Oxford.
[32] Simar L., Wilson PW., 2010. Inference from cross-sectional, stochastic frontier models. Econometric Reviews 29, 62-98.
[33] Stevenson RE., 1980. Likelihood functions for generalized stochastic frontier estimation. Journal of Econometrics 13, 57-66.
[34] Shephard, R.W., 1970. Theory of Cost and Production Function. Princeton University Press, Princeton, New-Jersey.