Testing procedures for detection of linear dependencies in efficiency models
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Publication:1027448
DOI10.1016/J.EJOR.2008.08.014zbMATH Open1163.90841OpenAlexW2105457996MaRDI QIDQ1027448FDOQ1027448
Authors: Antonio Peyrache, Tim Coelli
Publication date: 29 June 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.08.014
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Cites Work
- Title not available (Why is that?)
- Advanced robust and nonparametric methods in efficiency analysis. Methodology and applications
- Comparing nonparametric versus parametric regression fits
- Specification Tests in Econometrics
- Stochastic Frontier Analysis
- Microeconomic theory
- Superlative Index Numbers and Consistency in Aggregation
- Axiomatic Price Index Theory: A Survey
- Aggregation of Malmquist productivity indexes
Cited In (6)
- More on the Fox paradox
- Testing the accuracy of DEA estimates under endogeneity through a Monte Carlo simulation
- Testing Positive Endogeneity in Inputs in Data Envelopment Analysis
- Does ownership structure affect firm performance? Evidence of Indian bank efficiency before and after the Global Financial Crisis
- A generalized multiplicative directional distance function for efficiency measurement in DEA
- Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation
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