Estimating and bootstrapping malmquist indices
This paper develops a consistent bootstrap estimation procedure for obtaining confidence intervals for Malmquist indices of productivity and their decompositions. Although the exposition is in terms of input-oriented indices, the techniques can he trivially extended to the output orientation. The bootstrap methodology is an extension of earlier work described in Simar and Wilson (1996). Some empirical examples are also given, using data on Swedish pharmacies.
|Date of creation:||01 Nov 1996|
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- Léopold Simar & Paul W. Wilson, 1998.
"Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models,"
INFORMS, vol. 44(1), pages 49-61, January.
- Simar, L. & Wilson, P.W., "undated". "Sensitivity analysis of efficiency scores: how to bootstrap in nonparametric frontier models," CORE Discussion Papers RP 1304, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- SIMAR, Léopold & WILSON, Paul, 1995. "Sensitivity Analysis to Efficiency Scores : How to Bootstrap in Nonparametric Frontier Models," CORE Discussion Papers 1995043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Caves, Douglas W & Christensen, Laurits R & Diewert, W Erwin, 1982. "The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity," Econometrica, Econometric Society, vol. 50(6), pages 1393-1414, November.
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