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The Law of One Price in Data Envelopment Analysis: Restricting Weight Flexibility Across Firms

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Author Info
Timo Kuosmanen (Wageningen University)
Laurens Cherchye (Catholic University of Leuven)
Timo Sipiläinen (Agrifood Research Finland)

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Abstract

The Law of One Price (LoOP) states that all firms face the same prices for their inputs and outputs in the competitive market equilibrium. This law has powerful implications for productive efficiency analysis, which have remained unexploited thus far. This paper shows how LoOP-based weight restrictions can be incorporated in Data Envelopment Analysis (DEA). Utilizing the relation between the industry level and the firm level cost efficiency measures, we propose to apply a set of input prices that is common for all firms and that maximizes cost efficiency of the industry. Our framework allows for firm-specific output weights and variable returns-to-scale, and preserves the linear programming structure of the standard DEA. We apply the proposed methodology for evaluating research efficiency of economics departments of Dutch Universities. This application shows that the methodology is computationally tractable for practical efficiency analysis, and that it helps in deepening the DEA analysis.

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Publisher Info
Paper provided by EconWPA in its series Microeconomics with number 0312006.

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Length: 29 pages
Date of creation: 18 Dec 2003
Date of revision: 18 Dec 2003
Handle: RePEc:wpa:wuwpmi:0312006

Note: Type of Document - pdf; pages: 29
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Web page: http://129.3.20.41

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Related research
Keywords: Data Envelopment Analysis; Law of One Price; industry-level efficiency; weight restrictions; research efficiency;

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Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
D21 - Microeconomics - - Production and Organizations - - - Firm Behavior
D24 - Microeconomics - - Production and Organizations - - - Production; Capital and Total Factor Productivity; Capacity

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  1. Blackorby, C. & Russell, R.R., 1996. "Aggregation of Efficiency Indices," G.R.E.Q.A.M. 96a25, Universite Aix-Marseille III.
  2. 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)
  3. Cherchye, Laurens & Kuosmanen, Timo, 2004. "Benchmarking Sustainable Development: A Synthetic Meta-index Approach," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    Other versions:
  4. Afriat, Sidney N, 1972. "Efficiency Estimation of Production Function," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(3), pages 568-98, October. [Downloadable!] (restricted)
  5. Fare, Rolf & Zelenyuk, Valentin, 2003. "On aggregate Farrell efficiencies," European Journal of Operational Research, Elsevier, vol. 146(3), pages 615-620, May. [Downloadable!] (restricted)
  6. Banker, Rajiv D & Maindiratta, Ajay, 1988. "Nonparametric Analysis of Technical and Allocative Efficiencies in Production," Econometrica, Econometric Society, vol. 56(6), pages 1315-32, November. [Downloadable!] (restricted)
  7. Seiford, Lawrence M. & Thrall, Robert M., 1990. "Recent developments in DEA : The mathematical programming approach to frontier analysis," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 7-38. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2006. "Analyzing cost efficient production behavior under economies of scope : a nonparametric methodology," Discussion Paper 81, Tilburg University, Center for Economic Research. [Downloadable!]
    Other versions:
  2. Hockmann, Heinrich & Svetlov, Nikolai, 2006. "Factors Constraining Efficiency of Russian Corporate Farms: The Case of the Moscow Region," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25439, International Association of Agricultural Economists. [Downloadable!]
  3. Mika Kortelainen & Timo Kuosmanen, 2007. "Eco-efficiency analysis of consumer durables using absolute shadow prices," Journal of Productivity Analysis, Springer, vol. 28(1), pages 57-69, October. [Downloadable!] (restricted)
    Other versions:
  4. Kuosmanen, Timo, 2006. "Stochastic Nonparametric Envelopment of Data: Combining Virtues of SFA and DEA in a Unified Framework," Discussion Papers 11864, MTT Agrifood Research Finland. [Downloadable!]
  5. Timo Kuosmanen & Mika Kortelainen & Timo Sipiläinen & Laurens Cherchye, 2005. "Firm and Industry Level Profit Efficiency Analysis Under Incomplete Price Data: A Nonparametric Approach based on Absolute and Uniform Shadow Prices," Microeconomics 0509011, EconWPA. [Downloadable!]
  6. Martin Eling, 2006. "Performance measurement of hedge funds using data envelopment analysis," Financial Markets and Portfolio Management, Springer, vol. 20(4), pages 442-471, December. [Downloadable!] (restricted)
  7. M. C. Portela & A. S. Camanho, 2007. "Performance Assessment of Portuguese Secondary Schools," Documentos de Trabalho em Economia (Working Papers in Economics) 07, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto). [Downloadable!]
  8. Nin Pratt, Alejandro & Yu, Bingxin, 2008. "An updated look at the recovery of agricultural productivity in Sub-Saharan Africa:," IFPRI discussion papers 787, International Food Policy Research Institute (IFPRI). [Downloadable!]
  9. Svetlov, Nikolai & Hockmann, Heinrich, 2005. "Technical And Economic Efficiency Of Russian Corporate Farms: The Case Of The Moscow Region," IAMO Discussion Papers 14922, Institute of Agricultural Development in Central and Eastern Europe (IAMO). [Downloadable!]
  10. Vladimir Nesterenko & Valentin Zelenyuk, 2007. "Measuring potential gains from reallocation of resources," Journal of Productivity Analysis, Springer, vol. 28(1), pages 107-116, October. [Downloadable!] (restricted)
  11. 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!]
    Other versions:
  12. Laurens Cherchye & Knox Lovell & Wim Moesen & Tom Van Puyenbroeck, 2005. "One Market, One Number? A Composite Indicator Assessment of EU Internal Market Dynamics," Public Economics Working Paper Series ces0513, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics. [Downloadable!]
    Other versions:
  13. Mika Kortelainen & Timo Kuosmanen, 2004. "Measuring Eco-efficiency of Production: A Frontier Approach," Econometrics 0411006, EconWPA. [Downloadable!]
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