Download This PaperNonparametric Efficiency Estimation in Stochastic Environments (Ii)
21 Pages Posted: 13 Oct 2020
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: Suggested Citation
Cherchye, Laurens and Post, Thierry, Nonparametric Efficiency Estimation in Stochastic Environments (Ii) (18 2001 5,). Available at SSRN: https://ssrn.com/abstract=370884
Erasmus Research Institute of Management (ERIM)
P.O. Box 1738
3000 DR Rotterdam
Netherlands
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.