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Introducing Environmental Variables in Nonparametric Frontier Models: a Probabilistic Approach

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Cinzia Daraio
Leopold Simar

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Abstract

This paper proposes a general formulation of a nonparametric frontier model introducingexternal environmental factors that might influence the production process butare neither inputs nor outputs under the control of the producer. A representation isproposed in terms of a probabilistic model which defines the data generating process.Our approach extends the basic ideas from Cazals, Florens and Simar (2002) to thefull multivariate case. We introduce the concepts of conditional efficiency measure andof conditional efficiency measure of order-m. Afterwards we suggest a practical wayfor computing the nonparametric estimators. Finally, a simple methodology to investigatethe influence of these external factors on the production process is proposed.Numerical illustrations through some simulated examples and through a real data seton Mutual Funds show the usefulness of the approach.

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Paper provided by Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy in its series LEM Papers Series with number 2003/17.

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Date of creation: 19 Dec 2003
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Handle: RePEc:ssa:lemwps:2003/17

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Keywords: production function frontier nonparametric estimation environmental factors robust estimation.

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  1. Cazals, Catherine & Florens, Jean-Pierre & Simar, Leopold, 2002. "Nonparametric frontier estimation: a robust approach," Journal of Econometrics, Elsevier, vol. 106(1), pages 1-25, January. [Downloadable!] (restricted)
  2. Simar, L. & Wilson, P.W., 1999. "Statistical Inference in Nonparametric Frontier Models: the State of the Art," Papers 9904, Catholique de Louvain - Institut de statistique.
  3. Kneip, Alois & Park, Byeong U. & Simar, L opold, 1998. "A Note On The Convergence Of Nonparametric Dea Estimators For Production Efficiency Scores," Econometric Theory, Cambridge University Press, vol. 14(06), pages 783-793, December. [Downloadable!]
  4. Fare, Rolf, et al, 1989. "Multilateral Productivity Comparisons When Some Outputs Are Undesirable: A Nonparametric Approach," The Review of Economics and Statistics, MIT Press, vol. 71(1), pages 90-98, February. [Downloadable!] (restricted)
  5. Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November. [Downloadable!] (restricted)
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  1. CAZALS, Catherine & DUDLEY, Paul & FLORENS, Jean-Pierre & PATEL, S. & RODRIGUEZ, Frank, 2006. "Delivery Offices Cost Frontier: a Robust Non Parametric Approach with Exogenous Variables," IDEI Working Papers 406, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  2. José Manuel Cordero Ferrera & Francisco Pedraja Chaparro & Javier Salinas Jiménez, 2005. "Secondary schools efficiencyand non-controllable inputs: sensibility of the results to different DEA model specifications," Hacienda Pública Española, IEF, vol. 173(2), pages 61-83, June. [Downloadable!]
  3. Cinzia Daraio & Leopold Simar, 2005. "Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach," LEM Papers Series 2005/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  4. Laurens Cherchye & Bruno De Borger & Tom Van Puyenbroeck, 2004. "Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety," Public Economics Working Paper Series ces0416, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics. [Downloadable!]
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