Estimating and bootstrapping Malmquist indices

被引：369

作者：

Simar, L

Wilson, PW ^{[1
]}

机构：

[1] Univ Texas, Dept Econ, Austin, TX 78712 USA

[2] Catholic Univ Louvain, Inst Stat, B-1348 Louvain, Belgium

[3] Catholic Univ Louvain, CORE, B-1348 Louvain, Belgium

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1999年 / 115卷 / 03期

关键词：

DEA; productivity; resampling; bootstrap; Malmquist indices;

D O I：

10.1016/S0377-2217(97)00450-5

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

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 be trivially extended to the output orientation. The bootstrap methodology is an extension of earlier work described in Simar and Wilson (Simar, L., Wilson, P.W., 1998, Management Science). Some empirical examples are also given, using data on Swedish pharmacies. (C) 1999 Published by Elsevier Science B.V. All rights reserved.

引用

页码：459 / 471

页数：13

共 16 条

[1]

[Anonymous], PUBLICATIONS I STAT

[2] THE ECONOMIC-THEORY OF INDEX NUMBERS AND THE MEASUREMENT OF INPUT, OUTPUT, AND PRODUCTIVITY [J].

CAVES, DW ;

CHRISTENSEN, LR ;

DIEWERT, WE .

ECONOMETRICA, 1982, 50 (06) :1393-1414

[3]

Deprins D, 1984, PERFORMANCE PUBLIC E, P243, DOI DOI 10.1007/978-0-387-25534-7_16

[4]

Efron, 1994, INTRO BOOTSTRAP, DOI 10.1007/978-1-4899-4541-9

[5]

Fare R., 1992, Journal of Productivity Analysis, V3, P85, DOI [https://doi.org/10.1007/BF00158770, DOI 10.1007/BF00158770]

[6]

FARRELL MJ, 1957, J ROYAL STATISTICA A, V120, P253, DOI DOI 10.2307/2343100

[7]

HARDLE W, 1990, APPL NONPARMETRIC RE

[8] EFFICIENT ESTIMATION OF MONOTONE BOUNDARIES [J].

KOROSTELEV, AP ;

SIMAR, L ;

TSYBAKOV, AB .

ANNALS OF STATISTICS, 1995, 23 (02) :476-489

[9]

Lovell C.A.K., 1993, MEASUREMENT PRODUCTI, P3

[10]

Press W., 1992, NUMERICAL RECIPES C

← 1 2 →