IDEAS home Printed from https://ideas.repec.org/p/aiz/louvar/2019010.html

Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices

Author

Listed:
  • Simar, Leopold
  • W. Wilson, Paul

Abstract

Malmquist indices are often used to measure productivity changes in dynamic settings and have been widely applied. The indices are typically estimated using data envelopment analysis (DEA) estimators. Malmquist indices are often decomposed into sub-indices that measure the sources of productivity change (e.g., changes in efficiency, technology or other factors). Recently, Kneip et al. (2018) provide new theoretical results enabling inference about productivity change for individual firms as well as average productivity changed measured in terms of geometric means. This paper extends those results to components of productivity change arising from various decompositions of Malmquist indices. New central limit theorems are developed to allow inference about arithmetic means of logarithms of the sub-indices as well as geometric means of (untransformed) sub-indices. The results are quite general and extend to other sub-indices not explicitly considered in this paper.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed f
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Simar, Leopold & W. Wilson, Paul, 2019. "Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices," LIDAM Reprints ISBA 2019010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2019010
    Note: In : European Journal of Operational Research, vol. 277, no.2, p. 756-769 (2019)
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024. "Statistical Inference for Aggregation of Malmquist Productivity Indices," Operations Research, INFORMS, vol. 72(4), pages 1615-1629, July.
    2. Valentin Zelenyuk, 2023. "Productivity analysis: roots, foundations, trends and perspectives," Journal of Productivity Analysis, Springer, vol. 60(3), pages 229-247, December.
    3. Paul W. Wilson & Shirong Zhao, 2023. "Investigating the performance of Chinese banks over 2007–2014," Annals of Operations Research, Springer, vol. 321(1), pages 663-692, February.
    4. Paul W. Wilson & Shirong Zhao, 2025. "A non-parametric analysis of world productivity growth, 1990–2019," Annals of Operations Research, Springer, vol. 346(3), pages 2253-2285, March.
    5. Pedro-José Martínez-Córdoba & Nicola Raimo & Filippo Vitolla & Bernardino Benito, 2020. "Achieving Sustainable Development Goals. Efficiency in the Spanish Clean Water and Sanitation Sector," Sustainability, MDPI, vol. 12(7), pages 1-13, April.
    6. Simar, Léopold & Wilson, Paul W., 2020. "Technical, allocative and overall efficiency: Estimation and inference," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1164-1176.
    7. Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2025. "Statistical inference for Hicks–Moorsteen productivity indices," Annals of Operations Research, Springer, vol. 351(2), pages 1675-1703, August.
    8. Bigerna, Simona & D'Errico, Maria Chiara & Polinori, Paolo, 2020. "Heterogeneous impacts of regulatory policy stringency on the EU electricity Industry:A Bayesian shrinkage dynamic analysis," Energy Policy, Elsevier, vol. 142(C).
    9. Benito, Bernardino & Guillamón, María-Dolores & Martínez-Córdoba, Pedro-José, 2020. "Determinants of efficiency improvement in the Spanish public lighting sector," Utilities Policy, Elsevier, vol. 64(C).
    10. Karagiannis, Giannis & Ravanos, Panagiotis, 2025. "On the use of Malmquist productivity indices for intertemporal performance assessment by means of composite indicators," The Journal of Economic Asymmetries, Elsevier, vol. 31(C).
    11. Léopold Simar & Paul W. Wilson, 2023. "Another look at productivity growth in industrialized countries," Journal of Productivity Analysis, Springer, vol. 60(3), pages 257-272, December.
    12. Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2025. "Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies," European Journal of Operational Research, Elsevier, vol. 323(3), pages 907-917.
    13. Du, Kai & Zelenyuk, Valentin, 2025. "Likelihood-ratio test for technological differences in two-stage data envelopment analysis for panel data," European Journal of Operational Research, Elsevier, vol. 321(2), pages 644-663.
    14. Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024. "Inference for aggregate efficiency: Theory and guidelines for practitioners," European Journal of Operational Research, Elsevier, vol. 316(1), pages 240-254.
    15. José Solana‐Ibáñez & Manuel Caravaca‐Garratón, 2021. "Stakeholder engagement and corporate social reputation: The influence of exogenous factors on efficiency performance (stakeholder engagement and exogenous factors): Stakeholder engagement and exogenou," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(6), pages 1891-1905, November.
    16. Álvarez-SanJaime, Óscar & Cantos-Sánchez, Pedro & Moner-Colonques, Rafael & Sempere-Monerris, Jose J., 2024. "Efficiency versus market power in the rail industry," Research in Transportation Economics, Elsevier, vol. 108(C).
    17. Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2024. "Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies," LIDAM Discussion Papers ISBA 2024009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aiz:louvar:2019010. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Nadja Peiffer (email available below). General contact details of provider: https://edirc.repec.org/data/isuclbe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.