Quasi-Bayesian Inference for Production Frontiers

Cites Work

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ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS
A smooth nonparametric conditional quantile frontier estimator
Adaptive function estimation in nonparametric regression with one-sided errors
Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference
Adaptive estimation of the threshold point in threshold regression
Regularization of nonparametric frontier estimators
Frontier estimation and extreme value theory
On the estimation of the extreme-value index and large quantile estimation
Asymptotic distribution of conical-hull estimators of directional edges
Some asymptotic theory for the bootstrap
An MCMC approach to classical estimation.
Bootstrapping point processes with some applications
Extremal quantile regressions for selection models and the black-white wage gap
The ABC of simulation estimation with auxiliary statistics
Nonparametric frontier estimation: A robust approach.
Weak convergence and empirical processes. With applications to statistics
Extremal quantile treatment effects
Extremal quantile regression
Subsampling the distribution of diverging statistics with applications to finance
A \(\Gamma\)-moment approach to monotonic boundary estimation
THE FDH ESTIMATOR FOR PRODUCTIVITY EFFICIENCY SCORES
Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
Large Sample Approximation of the Distribution for Convex-Hull Estimators of Boundaries
Optimally combined estimation for tail quantile regression
Regression Quantiles
On Estimation of Monotone and Concave Frontier Functions
Monte Carlo Confidence Sets for Identified Sets
NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
Some contributions to the asymptotic theory of Bayes solutions
Data Envelope Fitting with Constrained Polynomial Splines
Measuring firm performance using nonparametric quantile-type distances

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