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The measurement of production efficiency in scientific journals through stochastic frontier analysis models: Application to quantitative economics journals
Ortega, Francisco J.; Gavilan, Jose M. - In: Journal of Informetrics 7 (2013) 4, pp. 959-965
The importance of a scientific journal is usually established by considering the number of citations received by the papers that the journal publishes. In this way, the number of citations received by a scientific journal can be considered as a measure of the total production of the journal. In...
Persistent link: https://www.econbiz.de/10011039475
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Testing productivity change, frontier shift, and efficiency change
Asmild, Mette; Kronborg, Dorte; Rønn-Nielsen, Anders - 2018
Inference about productivity change over time based on data envelopment (DEA) has focused primarily on the Malmquist index and is based on asymptotic properties of the index. In this paper we propose a novel set of significance tests for DEA based productivity change measures based on...
Persistent link: https://www.econbiz.de/10012101069
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Exact tests on returns to scale and comparisons of production frontiers in nonparametric models
Rønn-Nielsen, Anders; Kronborg, Dorte; Asmild, Mette - 2019
When benchmarking production units by non-parametric methods like data envelopment analysis (DEA), an assumption has to be made about the returns to scale of the underlying technology. Moreover, it is often also relevant to compare the frontiers across samples of producers. Until now, no exact...
Persistent link: https://www.econbiz.de/10012101078
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Productive efficiency analysis of quantitative economics journals through stochastic frontier analysis using panel data
Gavilan Ruiz, José Manuel; Ortega Irizo, Francisco Javier - In: Revista de Métodos Cuantitativos para la Economía y … 30 (2020), pp. 297-311
The main goal of a scientific journal is to diffuse new knowledge. The number of citations received by a journal can be considered as a measure of this objective and, in turn, as a measure of productivity in relation to the production process in which the journals are involved. In order to...
Persistent link: https://www.econbiz.de/10014494407
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Exact tests on returns to scale and comparisons of production frontiers in nonparametric models
Rønn-Nielsen, Anders; Kronborg, Dorte; Asmild, Mette - 2019
When benchmarking production units by non-parametric methods like data envelopment analysis (DEA), an assumption has to be made about the returns to scale of the underlying technology. Moreover, it is often also relevant to compare the frontiers across samples of producers. Until now, no exact...
Persistent link: https://www.econbiz.de/10012132662
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An Econometric Modelling of Price Support : The Bitcoin Case
Kutlu, Levent - 2023
In technical analysis, price support plays an important role. In line with the stochastic frontier analysis, we present a formal model to estimate the bottom price support for a stock or cryptocurrency. As an example, we examine Bitcoin’s bottom price
Persistent link: https://www.econbiz.de/10014352781
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Productive efficiency analysis of quantitative economics journals through stochastic frontier analysis using panel data
Gavilan Ruiz, José Manuel; Ortega Irizo, Francisco Javier - In: Revista de métodos cuantitativos para la economía y … 30 (2020), pp. 297-311
The main goal of a scientific journal is to diffuse new knowledge. The number of citations received by a journal can be considered as a measure of this objective and, in turn, as a measure of productivity in relation to the production process in which the journals are involved. In order to...
Persistent link: https://www.econbiz.de/10012437397
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Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital ma...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
Matlab, researching: 1) the ideal dependence of the stock market index over the time, 2) the linear dependence of the stock … market index over the time, 3) the quadratic dependence of the stock market index over the time, 2) the exponential … dependence of the stock market index over the time. We researched the following indexes: 1) The Dow Jones Industrial Average …
Persistent link: https://www.econbiz.de/10011259405
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On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
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Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments
Kontek, Krzysztof - Volkswirtschaftliche Fakultät, … - 2010
This paper presents a regression procedure for inhomogeneous data characterized by varying variance, skewness and …
Persistent link: https://www.econbiz.de/10008622247