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Estimation and inference in two-stage, semi-parametric models of production processes

Simar, Léopold ; Wilson, Paul W.

Journal of econometrics, 2007, Vol.136 (1), p.31-64 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

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Título:
Estimation and inference in two-stage, semi-parametric models of production processes
Autor: Simar, Léopold ; Wilson, Paul W.
Assuntos: Applications ; Applied sciences ; Bootstrap ; Bootstrap mechanism ; Bootstrap method ; Data analysis ; Data envelopment analysis ; DEA ; Decision theory ; Econometrics ; Environment ; Estimation ; Exact sciences and technology ; Insurance, economics, finance ; Mathematical programming ; Mathematics ; Monte Carlo simulation ; Nonparametric ; Nonparametric inference ; Operational research and scientific management ; Operational research. Management science ; Parameter estimation ; Probability and statistics ; Production functions ; Sciences and techniques of general use ; Statistics ; Studies ; Technical efficiency ; Two-stage estimation
É parte de: Journal of econometrics, 2007, Vol.136 (1), p.31-64
Notas: ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
Descrição: Many papers have regressed non-parametric estimates of productive efficiency on environmental variables in two-stage procedures to account for exogenous factors that might affect firms’ performance. None of these have described a coherent data-generating process (DGP). Moreover, conventional approaches to inference employed in these papers are invalid due to complicated, unknown serial correlation among the estimated efficiencies. We first describe a sensible DGP for such models. We propose single and double bootstrap procedures; both permit valid inference, and the double bootstrap procedure improves statistical efficiency in the second-stage regression. We examine the statistical performance of our estimators using Monte Carlo experiments.
Editor: Amsterdam: Elsevier B.V
Idioma: Inglês

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Estimation and inference in two-stage, semi-parametric models of production processes

Simar, Léopold ; Wilson, Paul W.

Amsterdam: Elsevier B.V

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