ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS

By Alois Kneip, Léopold Simar, Paul Wilson. Econometric Theory, 2008

322 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b28f5ccb88de7383162691a18e401ec33ab4fbb9

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Citations in the corpus

Two-stage DEA: caveat emptor (2011, methodology): “…a probability mass along the frontier, but given the bias of the DEA frontier estimator and the resulting mass of observations for which the corresponding DEA efficiency estimate will equal unity, it is difficult to imagine how such a model could be identified from the model in Kneip et al. (2008).”
Asymptotic Properties of Some Non-Parametric Hyperbolic Efficiency Estimators (2011, methodology): “Hence Theorem 1 of Kneip et al. (1998) establishes the result in (i), while Corollary 1 of Kneip et al. (2008) establishes the result in (ii).”
Inference by the m out of n bootstrap in nonparametric frontier models (2011, methodology): “Kneip et al. (2010) developed a consistent bootstrap method for inference about the efficiency of a single, fixed point while avoiding the computational burden of Kneip et al. (2008).”
Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production (2018, methodology): “In the DEA case, Kneip et al. (2008) provide theoretical results for both a smoothed bootstrap and for subsampling, while Kneip et al. (2011) and Simar and Wilson (2011) provide details and methods for practical implementation.”
WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES (2014, background): “…about the asymptotic properties of DEA and FDH estimators of efficiency for a fixed point (e.g., see Kneip, Park, and Simar, 1998; Kneip, Simar, and Wilson, 2008; Park, Jeong, and Simar, 2010; Park, Simar, and Weiner, 2000), and bootstrap methods are now available for making inference about the…”
When, where and how to perform efficiency estimation (2011, methodology): “Similarly, for scenario s2 (σu =0:05 and σv =0:01), the estimator of Fan et al. (1996) typically produces smaller efficiency scores than that of Kneip et al. (2008), which is relatively close to the truth.”
Testing Hypotheses in Nonparametric Models of Production (2016, background): “Koopmans, T. C. (1951), An analysis of production as an efficient combination of activities, in T. C. Koopmans, ed., Activity Analysis of Production and Allocation, New York: John-Wiley and Sons, Inc., pp. 33–97. Cowles Commission for Research in Economics, Monograph 13. Korostelev, A., L. Simar, an”
Does industrial upgrading promote eco-efficiency? ─A panel space estimation based on Chinese evidence (2021, methodology): “Bootstrap method is required to correct the deviation for more accurate and robust results (Kneip et al., 2008).”