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Advanced Robust and Nonparametric Methods in Efficiency Analysis: Methodology and Applications 2007 ed. [Kietas viršelis]

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  • Formatas: Hardback, 248 pages, aukštis x plotis: 235x155 mm, weight: 1240 g, XXII, 248 p., 1 Hardback
  • Serija: Studies in Productivity and Efficiency
  • Išleidimo metai: 26-Mar-2007
  • Leidėjas: Springer-Verlag New York Inc.
  • ISBN-10: 0387351558
  • ISBN-13: 9780387351551
Kitos knygos pagal šią temą:
Advanced Robust and Nonparametric Methods in Efficiency Analysis: Methodology and Applications 2007 ed.Didesnis paveikslėlis
  • Formatas: Hardback, 248 pages, aukštis x plotis: 235x155 mm, weight: 1240 g, XXII, 248 p., 1 Hardback
  • Serija: Studies in Productivity and Efficiency
  • Išleidimo metai: 26-Mar-2007
  • Leidėjas: Springer-Verlag New York Inc.
  • ISBN-10: 0387351558
  • ISBN-13: 9780387351551
Kitos knygos pagal šią temą:
Pastovi nuoroda: https://www.kriso.lt/db/9780387351551.html
Raktažodžiai:
Providing a systematic and comprehensive treatment of recent developments in efficiency analysis, this book makes available an intuitive yet rigorous presentation of advanced nonparametric and robust methods, with applications for the analysis of economies of scale and scope, trade-offs in production and service activities, and explanations of efficiency differentials.

Providing a systematic and comprehensive treatment of recent developments in efficiency analysis, this readable book makes available an intuitive yet rigorous presentation of advanced nonparametric and robust methods. This flexible toolbox can be used in theories based on the neoclassical theory of production and its alternatives, including evolutionary theories. The methods are complemented by empirical analysis of three different economic fields: scientific research, mutual funds industry and the insurance sector. The research demonstrates the utility of the toolbox for a wide range of economic issues, including the analysis of economies of scale and scope, dynamics of age and agglomeration effects, trade-offs in production and service activities, and explanations of efficiency differentials. Of interest to applied economists broadly, this book will also be of interest to those focused on Operations Research and/or Management Science.

Recenzijos

From the reviews:









"The main objective of this book is to provide a systematic and comprehensive treatment of recent development in efficiency analysis. The book contains of two parts consisting of 9 Chapters. Book also contains an impressive list of 347 references. This book will be useful for researchers with a background in operations research or/and management science." (Anatoliy Swishchuk, Zentralblatt MATH, Vol. 1149, 2008)

Dedication v
List of Figures xi
List of Tables xv
Preface xvii
Acknowledgments xxi
1. INTRODUCTION 1
1.1 What this work is about
1
1.2 Improving the nonparametric approach in frontier analysis
4
1.3 An outline of the work
8
Part I Methodology
2. THE MEASUREMENT OF EFFICIENCY
13
2.1 Productivity and Efficiency
13
2.2 A short history of thought
16
2.3 The economic model
19
2.4 A taxonomy of efficient frontier models
25
2.5 The nonparametric frontier approach
30
2.5.1 Data Envelopment Analysis (DEA)
31
2.5.2 Free Disposal Hull (FDH)
33
2.6 Recent developments in nonparametric efficiency analysis
39
3. STATISTICAL INFERENCE IN NONPARAMETRIC FRONTIER ESTIMATION
43
3.1 Statistical foundation
43
3.2 Introducing stochastic noise in the model
45
3.3 Asymptotic results
47
3.3.1 Consistency
47
3.3.2 Sampling distributions
49
3.4 Bootstrap techniques and applications
50
3.4.1 Bootstrap in frontier models
52
3.4.2 Correcting the bias
54
3.4.3 Bootstrap confidence intervals
55
3.4.4 Is the bootstrap consistent?
56
3.4.5 Applications of the bootstrap
63
3.4.6 Bootstrapping FDH estimators
64
4. NONPARAMETRIC ROBUST ESTIMATORS: PARTIAL FRONTIERS
65
4.1 A re-formulation based on the probability of being dominated
66
4.2 Order-m frontiers and efficiency scores
68
4.3 Order-a quantile-type frontiers
72
4.4 Properties of partial frontier estimators
77
4.4.1 Statistical properties
77
4.4.2 Robust estimators of the full frontier
77
4.4.3 Advantages of using partial frontiers
78
4.4.4 Detection of outliers
79
4.5 Summary of the results for the output oriented case
81
4.6 Parametric approximations of robust nonparametric frontiers
85
4.6.1 Two stage methods
87
4.6.2 The bootstrap algorithms
89
4.7 Multivariate parametric approximations
90
4.7.1 Generalized Cobb-Douglas parametric model
91
4.7.2 Translog parametric model
93
5. CONDITIONAL MEASURES OF EFFICIENCY
95
5.1 Explaining efficiency in the literature
96
5.2 Introducing external-environmental variables
100
5.2.1 Conditional full frontier measures
100
5.2.2 Conditional order-in measures
101
5.2.3 Conditional order-a measures
103
5.2.4 Summary for the output oriented case
105
5.3 Bandwidth selection
108
5.3.1 Univariate case
109
5.3.2 Multivariate case
110
5.4 An econometric methodology
113
5.4.1 Global effect of Z on the production process
113
5.4.2 A decomposition of conditional efficiency
119
5.5 Simulated illustrations
121
5.5.1 Univariate Z
122
5.5.2 Multivariate Z
124
Part II Applications
6. ECONOMIES OF SCALE, SCOPE AND EXPERIENCE IN THE ITALIAN MOTOR-VEHICLE SECTOR
135
6.1 Introduction
135
6.2 Data description
139
6.2.1 Definition of outputs and inputs
142
6.2.2 An exploratory investigation
145
6.2.3 Aggregation of inputs and outputs
148
6.3 Testing returns to scale and bootstrapping efficiency scores
151
6.4 Economies of scale
157
6.5 Economies of scope
160
6.6 Economies of experience
163
6.7 Conclusions
164
7. AGE, SCALE AND CONCENTRATION EFFECTS IN A PUBLIC RESEARCH SYSTEM
167
7.1 Introduction
167
7.2 Data description
176
7.3 Scale and concentration effects
178
7.4 Age effects on CNR scientific productivity
181
7.5 Robust parametric approximation of multioutput distance function
186
7.6 Conclusions
191
8. EXPLORING THE EFFECTS OF MANAGER TENURE, FUND AGE AND THEIR INTERACTION
193
8.1 Introduction
193
8.2 Data description
196
8.3 Impact of mutual fund manager tenure on performance
199
8.4 Interaction between manager tenure and fund age
208
8.5 Conclusions
216
9. CONCLUSIONS
217
References 221
Topic Index 243
Author Index 245