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On the combined estimation of technical efficiency and its application to agriculture
data envelopment analysis elasticity frontier production function regression
2015/10/29
Assessment of efficiency of businesses has been considered an object of interest by economists since the 1950’s. A number of methods have been developed, including the so-called parametric approaches,...
Fiscal decentralization, local government competition and farmland conversion in China: the co-integration analysis and the GMM estimation based on the inter-provincial panel data
farmland conversion fiscal decentralization panel data China
2014/2/24
Based on the Chinese provincial panel data from 1995 to 2008, using the panel co-integration method, this paper presents an empirical study on the long-term equilibrium relationship between the fiscal...
Research and Practice on the Process Cost Estimation Based on Working Procedure of Railway Transportation Equipments
Refined Management Process Cost Cost Estimation Working Procedure Railway Transportation Equipments
2013/2/23
With the rapid development of Chinese economic, enterprise cost control and management of enterprise face enormous challenges. Traditional cost control and management are almost dominated by after-cos...
The influence of the Slovak household income differentiation on food expenditures ?the Engel抯 expenditures functions estimation --
food expenditures food groups Engel抯 expenditure function household income groups
2014/2/27
The economy of the Slovak Republic, as a part of the European economic area, is significantly determined by the world globalization process. One of the aspects, which globalization brings, is the soci...
On the Estimation of Integrated Covariance Matrices of High Dimensional Diffusion Processes
High dimension high frequency integrated covariance matrix
2010/10/20
We consider the estimation of integrated covariance matrices of high dimensional diffusion processes by using high frequency data. We start by studying the most commonly used estimator, the realized ...
Multivariate heavy-tailed models for Value-at-Risk estimation
Multivariate heavy-tailed models Value-at-Risk estimation
2010/10/20
For purposes of Value-at-Risk estimation, we consider three multivariate families of heavy-tailed distributions, which can be seen as multidimensional versions of Paretian stable and Student's t distr...
Estimation of technical efficiency in Czech agriculture with respect to firm heterogeneity
firm heterogeneity technical efficiency SFA (Stochastic Frontier Analysis) agricultural companies
2014/4/2
This paper deals with the estimation of technical efficiency in Czech agriculture with respect to significant firm heterogeneity. Two main questions are elaborated. The first concerns the choice of a ...
Estimation of economic demandingness of the technologies used for cultivation of legume-cereal intercrops under conditions of organic fading
economic demandingness of LCI growing variable costs growing technologies harvesting
2014/4/1
The paper analyses the machinery costs associated with the performance of the individual operations when growing and harvesting the legume-cereal intercrops (LCI). For this purpose, a database of cost...
Estimation of Risk Efficient Farm Structures along the Kızılırmak River in North Central Anatolia：An Application of Minimization of the Absolute Deviation
Decision model profit maximization resource allocation risk MOTAD
2009/1/13
A risk-programming model was developed to evaluate the tradeoffs between risk and expected returns for farms along the Kızılırmak River in North Central Anatolia. Risk efficient farm st...
State price density estimation via nonparametric mixtures
Black–Scholes equation European call options nonparametric mixture state price density
2010/11/2
We consider nonparametric estimation of the state price density encapsulated in option prices. Unlike usual density estimation problems,we only observe option prices and their corresponding strike pri...
Multivariate GARCH Estimation Using Orthogonal Transformation –Empirical Analysis for Emerging Markets
Volatility Multivariate GARCH Model Orthogonal Transformation Principal Component Analysis
2010/10/20
This text concentrates on practical aspects of multivariate GARCH mod¬eling, specifically the orthogonal GARCH (O-GARCH) model. After initial minimal exposure of the related theory, it is centered...
Modified Two-stage Least-squares Estimators For the Estimation of A Structural Vector...
Structural vector autoregression Unit root Cointegration Asymptotic properties Hypothesis testing
2011/4/2
We consider the estimation of a structural vector autoregressive model of nonstationary and possibly cointegrated variables without the prior knowledge of unit roots or rank of cointegration. We propo...