求助Springer07版新书:Advanced robust and  nonparametric methods in efficiency analysis
Springer数据库上文献,我这儿权献不够,是一本效率测量的最新最权威专著,
To summarise, the main drawbacks of the traditional nonparametric approach
are known to be:
Deterministic and non-statistical nature;
Influence of outliers and extreme values;
Lack of parameters for the economic interpretation;
Unsatisfactory techniques for the introduction of environmental or external
variables in the measurement (estimation) of the efficiency.
The main objective of this book is to provide a systematic and comprehensive
treatment of recent developments in efficiency analysis in order to overcome
these drawbacks.
In Part I of the book (Methodology), we introduce a complete set of tools
for measuring the efficiency of firms (or production units, or Decision Making
Units) and for explaining the observed efficiency differentials. This is a general
and flexible toolbox that does not make any assumption on the behaviour of the
units under analysis. Therefore, it can be used in theories that generalise the
neoclassical theory of production as well as alternative ones (as is the case of
the evolutionary theory of production).
The Methodology presents, in an intuitive, rigorous and self-contained way,
the state-of-the-art on ‘advanced’ frontier models based on techniques that do
not impose any functional specification of the frontier (nonparametric methods)
and are not affected by extremes and outliers in the data (robust methods).
The following issues are dealt with in detail and further developed:
Statistical inference in nonparametric frontier estimation. Here, we introduce
stochastic elements in nonparametric frontier models, and we present
the application of the bootstrap in efficiency analysis (Simar and Wilson,
1998, 2000b, 2006a), including: estimation of bias and confidence intervals
of efficiency estimates; hypothesis testing; comparison of groups’
efficiency.
Robust estimators of frontiers. Order−m frontiers (Cazals, Florens and
Simar, 2002; Daraio and Simar, 2005a) and α-quantile frontiers (Daouia
and Simar, 2004), do not envelop all data points and for that are not influenced
by extreme values. They are also characterised by useful statistical
properties and interesting economic interpretations.
Parametric approximation of nonparametric and robust frontiers. These
approximations, introduced by Florens and Simar (2005) and Daouia,
Florens and Simar (2005), provide ‘robust’ estimates of parameters usable
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for economic interpretation. These techniques are extended, in this book,
to the full multi-input multi-output setup.
Nonparametric and robust conditional frontier models. These models,
recently introduced by Daraio and Simar (2005a, 2005b), are able to capture
and measure the effect of external environmental variables on the
efficiency, in a way that overcomes most drawbacks of previous methods.
This book has been specifically designed for applied economists who have
an interest in the advantages of traditional nonparametric methods (DEA/FDH)
for efficiency analysis, but are sceptical about adopting them because of the
drawbacks they present.
In Part II of the book (Applications), we propose three empirical illustrations
taken from different economic fields: insurance sector, scientific research and
mutual funds industry. These applications perfectly illustrate how the tools
we propose can be used to analyse economies of scale, economies of scope,
dynamics of age and agglomeration effects, trade-offs in production and service
activities, groups comparison as well as help explain efficiency differentials.
These extensively treated empirical applications, based on real data, show the
usefulness of our approach in applied economics. Through these applications
we illustrate how various statistical tools can be combined to shed light on the
key features of the studied production process.
Moreover, this book has also been written for researchers with a background
in Operations Research (OR) and/or Management Science (MS), who would
like to deepen their knowledge of these new robust and nonparametric techniques,
which have been recently presented at specialised conferences and have
appeared on the scientific journals in recent years. In this book they will find
a readable, synthetic but also accurate presentation of these recent advances -
without the burden of technicalities and formal demonstrations - together with
an extensive illustration of their use in empirical works.
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