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Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables

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Author Info
Kuosmanen, T.
Post, G.T. (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)

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Abstract

This paper develops a novel statistic for firm efficiency called efficiency depth that allows for statistical inference in case of errors-in-variables. We derive statistical tests that require minimal statistical assumptions; neither the sample distribution nor the noise level is required. An empirical illustration for European banks illustrates that - despite the minimal assumptions- the tests can have substantial discriminating power in practical applications.

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File URL: http://hdl.handle.net/1765/72
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Publisher Info
Paper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2001-06-F&A Revision_Date: 2008-03-04.

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Date of creation: 12 Feb 2001
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Handle: RePEc:dgr:eureri:200166

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Related research
Keywords: firm efficiency nonparametric analysis errors-in-variables

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References listed on IDEAS
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  1. Waldman, Donald M., 1984. "Properties of technical efficiency estimators in the stochastic frontier model," Journal of Econometrics, Elsevier, vol. 25(3), pages 353-364, July. [Downloadable!] (restricted)
  2. Varian, Hal R, 1984. "The Nonparametric Approach to Production Analysis," Econometrica, Econometric Society, vol. 52(3), pages 579-97, May. [Downloadable!] (restricted)
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This page was last updated on 2008-8-13.

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