Nonparametric Efficiency Estimation in Stochastic Environments (Ii)
21 Pages Posted: 13 Oct 2020
Date Written: 18 2001 5,
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
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