[LIVRE][B] Applied nonparametric econometrics
DJ Henderson, CF Parmeter - 2015 - books.google.com
The majority of empirical research in economics ignores the potential benefits of
nonparametric methods, while the majority of advances in nonparametric theory ignores the …
nonparametric methods, while the majority of advances in nonparametric theory ignores the …
One-stage and two-stage DEA estimation of the effects of contextual variables
Two-stage data envelopment analysis (2-DEA) is commonly used in productive efficiency
analysis to estimate the effects of operational conditions and practices on performance. In …
analysis to estimate the effects of operational conditions and practices on performance. In …
What is the best practice for benchmark regulation of electricity distribution? Comparison of DEA, SFA and StoNED methods
Electricity distribution is a natural local monopoly. In many countries, the regulators of this
sector apply frontier methods such as data envelopment analysis (DEA) or stochastic frontier …
sector apply frontier methods such as data envelopment analysis (DEA) or stochastic frontier …
Stochastic nonparametric approach to efficiency analysis: A unified framework
Bridging the gap between axiomatic Data Envelopment Analysis (DEA) and econometric
Stochastic Frontier Analysis (SFA) has been one of the most vexing problems in the field of …
Stochastic Frontier Analysis (SFA) has been one of the most vexing problems in the field of …
Nonparametric kernel regression with multiple predictors and multiple shape constraints
Nonparametric smoothing under shape constraints has recently received much well-
deserved attention. Powerful methods have been proposed for imposing a single shape …
deserved attention. Powerful methods have been proposed for imposing a single shape …
[HTML][HTML] Convex support vector regression
Nonparametric regression subject to convexity or concavity constraints is increasingly
popular in economics, finance, operations research, machine learning, and statistics …
popular in economics, finance, operations research, machine learning, and statistics …
[HTML][HTML] Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries
MG Tsionas - International Journal of Production Economics, 2022 - Elsevier
We propose smooth monotone concave probabilistic regression trees for the estimation of
efficiency and productivity. In particular we modify these techniques to allow for the use of …
efficiency and productivity. In particular we modify these techniques to allow for the use of …
LASSO variable selection in data envelopment analysis with small datasets
CY Lee, JY Cai - Omega, 2020 - Elsevier
The curse of dimensionality problem arises when a limited number of observations are used
to estimate a high-dimensional frontier, in particular, by data envelopment analysis (DEA) …
to estimate a high-dimensional frontier, in particular, by data envelopment analysis (DEA) …
[HTML][HTML] Cost and quality of service performance in the Chilean water industry: A comparison of stochastic approaches
A Maziotis, R Sala-Garrido, M Mocholi-Arce… - Structural Change and …, 2023 - Elsevier
The evaluation of efficiency can be of great value to water companies and regulators to
adopt policies and design incentives to enhance performance. This study delves into the …
adopt policies and design incentives to enhance performance. This study delves into the …
[HTML][HTML] Generalized quantile and expectile properties for shape constrained nonparametric estimation
Convex quantile regression (CQR) is a fully nonparametric approach to estimating quantile
functions, which has proved useful in many applications of productivity and efficiency …
functions, which has proved useful in many applications of productivity and efficiency …