Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
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Publication:295567
DOI10.1016/J.JECONOM.2008.05.007zbMATH Open1418.62543OpenAlexW2062797365MaRDI QIDQ295567FDOQ295567
Authors: David C. Wheelock, Paul W. Wilson 
Publication date: 13 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://research.stlouisfed.org/wp/2005/2005-027.pdf
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Cited In (14)
- ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
- Theory and statistical properties of quantile data envelopment analysis
- Investigating the performance of Chinese banks over 2007--2014
- Model averaging for semiparametric varying coefficient quantile regression models
- Probabilistic characterization of directional distances and their robust versions
- Quantile regression methods with varying-coefficient models for censored data
- Nonparametric estimation of higher-order moments of technical efficiency
- Estimating the hyperbolic distance function: a directional distance function approach
- Robust estimation in stochastic frontier models
- Measuring firm performance using nonparametric quantile-type distances
- Statistical inference for DEA estimators of directional distances
- The robustness of the hyperbolic efficiency estimator
- Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
- Dimension reduction in nonparametric models of production
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