Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 11 of 11 for “"Stochastic Frontier Model"”.
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NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF STOCHASTIC FRONTIER MODELS
… nonparametric identication and estimation of stochastic frontiermodels. It is composed of three chapters. The rst chapter investigates the identication and estimation of a cross sectional stochastic frontier model with Laplacian errors and unknown variance, which is built on a nonparametric …
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The Conditional Mode Estimator of Technical Efficiency: Theory and Application to NYC Public Schools
… properties of the conditional mode estimator of stochastic frontier models and applies it to measure technical inefficiency. It consists of two chapters. The first chapter analyzes the conditional mode estimator's closed-form expressions, convergence, near-minimax optimality when interpreted …
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The Conditional Mode Estimator Of Technical Efficiency: Theory And Application To Nyc Public Schools
… properties of the conditional mode estimator of stochastic frontier models and applies it to measure technical inefficiency. It consists of two chapters. The first chapter analyzes the conditional mode estimator’s closed-form expressions, convergence, near-minimax optimality when interpreted …
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Specification tests and a reformulation of frontier models: An alternative approach to efficiency estimation
… and the formulation of composite error stochastic frontier model by Aigner, Lovell and Schmidt (1977), a substantial amount of research work has been performed measuring firm's technical inefficiency using this model with various distributional assumptions of technical inefficiency. Most …
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How is Sectoral FDI Affecting Firms’ Performance in Mozambique?
… foreign spillovers were not automatic. Using a stochastic frontier model, to measure efficiency, I find that in general foreign firms tend to be more efficient than domestic firms. However, using this model, it seems that domestic firms’ efficiency is not affected by the presence of foreign …
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Assessing cost efficiency and economies of scale in the European banking system, a Bayesian stochastic frontier approach
… for which we identify fourteen nation-specific frontiers and also perform cross country comparisons under a common frontier assumption. Our interest in the subject is twofold. At the nation level, cost e_x000E_fficiency influences the relative competitiveness of banks, setting the profile of the …
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Optimum experimental designs for models with a skewed error distribution: with an application to stochastic frontier models
… optimum experimental designs for a statistical model possessing a skewed error distribution are considered, with particular interest in investigating possible parameter dependence of the optimum designs. The skewness in the distribution of the error arises from its assumed structure. The error …
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ESTIMATING THE CAUSES AND CONSEQUENCES OF GENDER WAGE DISCRIMINATION IN ETHIOPIA
… 2010. We adopt a two-step time-variant panel stochastic frontier model using a translog production function. Our results provide fresh evidence on the existence of a significant negative association between gender wage gap and predicted technical efficiencies of firms. Further subdividing the …
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FDI and Technical Efficiency in Manufacturing Firms: A Stochastic Frontier Approach
<p>In this paper, firm-level data from manufacturing sector in five African countries is obtained to estimate the impact of foreign direct investment (FDI) on firm’s technical efficiency. Unbalanced panel data over period of 1991-2003 shows that the existence of FDI has a significant impact on …
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On the Analysis of Firm Value and Idiosyncratic Volatility
… my dissertation. In addition, I summarized the stochastic frontier model which is employed in the study of valuation of agency cost and the underpricing in IPOs. In Chapter 2, I extend the agency cost literature multifold. First, by using the data of the 1,500 S&P Super Composite Index …
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Managing residential water demand: an applied econometric analysis
… water demand by implementing latent class models. Among the methodological issues addressed in this essay, we have dealt with price endogeneity in a nonlinear model, which has been treated using a Control Function approach. Four different residential water consumer profiles in Granada for …