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The "wrong skewness" problem : a re-specification of stochastic frontiers
Bonanno, Graziella; Giovanni, Domenico de; Domma, Filippo - In: Journal of productivity analysis 47 (2017) 1, pp. 49-64
Persistent link: https://www.econbiz.de/10011741310
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On the impact of serial dependence on penalized regression methods
Tonini, Simone; Chiaromonte, Francesca; Giovannelli, … - 2022
This paper characterizes the impact of serial dependence on the non-asymptotic estimation error bound of penalized … cross-correlations caused by serial dependence. In this respect, we study analytically the density of sample cross …
Persistent link: https://www.econbiz.de/10013432937
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On subcopula estimation for discrete models
Tasena, Santi - In: Asian journal of economics and banking : AJEB 5 (2021) 2, pp. 102-110
Purpose - To discuss subcopula estimation for discrete models. Design/methodology/approach - The convergence of estimators is considered under the weak convergence of distribution functions and its equivalent properties known in prior works. Findings - The domain of the true subcopula associated...
Persistent link: https://www.econbiz.de/10012694803
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On the impact of serial dependence on penalized regression methods
Tonini, Simone; Chiaromonte, Francesca; Giovannelli, … - 2022
This paper characterizes the impact of serial dependence on the non-asymptotic estimation error bound of penalized … cross-correlations caused by serial dependence. In this respect, we study analytically the density of sample cross …
Persistent link: https://www.econbiz.de/10013336165
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Descriptive Analysis of the Impact of COVID-19 and Anti-Pandemic Measures on Mortality Rates in the Spanish Population in 2020 Using Graduation Techniques
Navarro, Eliseo; Requena, Pilar - 2022
In this paper, we measure the impact, in relative terms, of Covid-19 pandemic and the actions implemented to deal with it, on the Spanish mortality rates during year 2020. This study has been carried out age by age, distinguishing between male and female populations. The methodology we propose...
Persistent link: https://www.econbiz.de/10013294041
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Technological inefficiency and the skewness of the error component in stochastic frontier analysis
Carree, Martin Anthony - 2002
(negative) skewness in the case of stochastic production (cost) frontieranalysis. It takes as example the binomial distribution …
Persistent link: https://www.econbiz.de/10011326413
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Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES
Henningsen, Arne; Henningsen, Géraldine - Institut for Fødevare- og Ressourceøkonomi, … - 2011
The Constant Elasticity of Substitution (CES) function is popular in several areas of economics, but it is rarely used in econometric analysis because it cannot be estimated by standard linear regression techniques. We discuss several existing approaches and propose a new grid-search approach...
Persistent link: https://www.econbiz.de/10009147447
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The wrong skewness problem in stochastic frontier models: A new approach
Manner, Hans; Hafner, Christian; Simar, Leopold - 2015
skewness, whereas a negative one is expected under the model, which leads to estimated full efficiencies of all firms. We … stochastic frontier model allows the sample data to have the wrong skewness while estimating well-defined and non … bias than those of the classical model even if the population skewness has the correct sign. Finally, we apply the model to …
Persistent link: https://www.econbiz.de/10011301408
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Econometric Estimation of the "Constant Elasticity of Substitution" Function in R: Package micEconCES
Henningsen, Arne; Henningsen, Géraldine - 2011
The Constant Elasticity of Substitution (CES) function is popular in several areas of economics, but it is rarely used in econometric analysis because it cannot be estimated by standard linear regression techniques. We discuss several existing approaches and propose a new grid-search approach...
Persistent link: https://www.econbiz.de/10012100970
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Permutation tests on returns to scale and common production frontiers in nonparametric models
Rønn-Nielsen, Anders; Kronborg, Dorte; Asmild, Mette - 2022
Permutation techniques, where one recompute the test statistic over permutations of data, have a long history in statistics and have become increasingly useful as the availability of computational power has increased. Until now, no permutation tests for examining returns to scale assumptions,...
Persistent link: https://www.econbiz.de/10013346916