Bootstrapping the Malmquist Productivity Index: A Simulation Study
This paper presents a Monte Carlo simulation study of the bootstrap algorithm proposed by Löthgren and Tambour (1997) for calculation of bootstrap confidence intervals for the firm-specific Data Envelopment Analysis (DEA) Malmquist productivity index. The simulation results indicate that the coverage accuracy of bootstrap confidence intervals are near the nominal confidence level for small to moderate sized samples. For larger sample sizes, a clear converges of empirical to nominal levels are found.
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|Date of creation:||04 Nov 1997|
|Date of revision:||08 Nov 1997|
|Publication status:||Published in Applied Economics Letters, 1999, pages 707-710.|
|Contact details of provider:|| Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden|
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