Nonparametric Efficiency Estimation in Stochastic Environments (Ii)

21 Pages Posted: 26 Aug 2006

See all articles by L. Cherchye

L. Cherchye

KU Leuven; Erasmus Research Institute of Management (ERIM)

Thierry Post

Graduate School of Business of Nazarbayev University

Date Written: 18 2001 5,

Abstract

We consider the issues of noise-to-signal estimation, finite sample performance and hypothesis testing for the nonparametric efficiency estimation technique proposed in Cherchye, L., T. Kuosmanen and G. T. Post (2001) 'Nonparametric efficiency estimation in stochastic environments', forthcoming in Operations Research. In addition, we apply the technique for analyzing European banks.

Keywords: nonparametric efficiency estimation, noise-to-signal estimation, finite sample performance, hypothesis testing, European banks

JEL Classification: M, G30, C40

Suggested Citation

Cherchye, Laurens and Post, Thierry, Nonparametric Efficiency Estimation in Stochastic Environments (Ii) (18 2001 5,). ERIM Report Series Reference No. ERS-2001-26-F&A. Available at SSRN: https://ssrn.com/abstract=370884

Laurens Cherchye (Contact Author)

KU Leuven ( email )

Oude Markt 13
Leuven, Vlaams-Brabant
Belgium

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738
3000 DR Rotterdam
Netherlands

Thierry Post

Graduate School of Business of Nazarbayev University ( email )

53 Kabanbay Batyra Avenue
Astana, 010000
Kazakhstan

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