Testing procedures for detection of linear dependencies in efficiency models

DOI10.1016/J.EJOR.2008.08.014zbMath1163.90841OpenAlexW2105457996MaRDI QIDQ1027448

Tim Coelli, Antonio Peyrache

Publication date: 29 June 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.08.014

zbMATH Keywords

correlationaggregationindependencedata envelopment analysishypothesis test

Mathematics Subject Classification ID

Applications of mathematical programming (90C90)

Related Items (6)

Testing the accuracy of DEA estimates under endogeneity through a Monte Carlo simulation ⋮ Does ownership structure affect firm performance? Evidence of Indian bank efficiency before and after the Global Financial Crisis ⋮ Testing Positive Endogeneity in Inputs in Data Envelopment Analysis ⋮ More on the Fox paradox ⋮ A generalized multiplicative directional distance function for efficiency measurement in DEA ⋮ Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation

Uses Software

• bootstrap

Cites Work

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• Comparing nonparametric versus parametric regression fits
• Aggregation of Malmquist productivity indexes
• Superlative Index Numbers and Consistency in Aggregation
• Specification Tests in Econometrics
• Stochastic Frontier Analysis
• Axiomatic Price Index Theory: A Survey

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