The Econometrics of Panel DataSpringer Handbook of Science and Technology IndicatorsPanel Data EconometricsThe Econometrics of Panel DataA Practitioner's Guide to Stochastic Frontier Analysis Using StataBenchmarking for Performance EvaluationEssays on Microeconomics and Industrial OrganisationHealth System EfficiencyInternational Journal of Production EconomicsEconometric Analysis of Model Selection and Model TestingInternational Applications of Productivity and Efficiency AnalysisAdvanced Robust and Nonparametric Methods in Efficiency AnalysisEconometrics and the Philosophy of EconomicsThe Measurement of Productive EfficiencyMeasuring Efficiency in Health CareFinancial, Macro and Micro Econometrics Using REconometric Analysis of Cross Section and Panel DataApplied EconometricsProductivity and Efficiency AnalysisEconometric Model SelectionProductivity and Efficiency AnalysisStochastic Frontier AnalysisThe Oxford Handbook of Health EconomicsThe Measurement of Productive Efficiency and Productivity GrowthNew Directions in Productivity Measurement and Efficiency AnalysisA Primer on Efficiency Measurement for Utilities and Transport RegulatorsPanel Data EconometricsProduction and Efficiency Analysis with RApplications of Modern Production TheoryThe Measurement of Productive EfficiencyNonparametric Econometric Methods and ApplicationAn Introduction to Efficiency and Productivity AnalysisHealth, the Medical Profession, and RegulationThe Analysis of Household SurveysData Envelopment AnalysisProgramming Collective IntelligenceEfficiency AnalysisProductivity and Efficiency AnalysisMeasurement of Productivity and EfficiencyProduction Frontiers

The Econometric Approach to Efficiency Analysis

Markov chain Monte Carlo (MCMC) methods have become a ubiquitous tool in Bayesian analysis. This paper implements MCMC methods for Bayesian analysis of stochastic frontier models using the WinBUGS package, a freely available software. General code for cross-sectional and panel data are presented and various ways of summarizing posterior inference are discussed. Several examples illustrate that analyses with models of genuine practical interest can be performed straightforwardly and model changes are easily implemented. Although WinBUGS may not be that efficient for more complicated models, it does make Bayesian inference with stochastic frontier models easily accessible for applied researchers and its generic structure allows for a lot of flexibility in model specification.

/pdf/bayesian-stochastic-frontier-analysis-using-winbugs-58cxfx7cs8.pdf

Bayesian stochastic frontier analysis using WinBUGS

Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach

The software available to implement and carry out efficiency analysis is crucial for the diffusion of efficiency frontier techniques among applied researchers and policy makers. The implementation of up‐to‐date productivity and efficiency analysis is indeed important to advance our knowledge in many fields, ranging from the public and regulated sectors to the private ones. This contribution fills a gap in the existing literature and surveys the currently available options to estimate a variety of frontier methodologies using either general or dedicated programs. We outline directions for future research.

/pdf/productivity-and-efficiency-analysis-software-an-exploratory-2at4i4bz01.pdf

Productivity and efficiency analysis software: an exploratory bibliographical survey of the options

Abstract The purpose of this paper is to identify ex ante fund statistics that can be related to future performance of European equity funds. In an efficient market setting, actively managed portfolios cannot outperform a passive benchmark strategy. However, purely by chance, some funds outperform their benchmark ex post, making the identification of performance determinants a difficult task. To alleviate this problem, we decompose the return deviation from its expected return into a noise component and an efficiency term, which is 100% if the fund exhibits no underperformance. The decomposition is based on the Bayesian frontier approach. We find evidence that fund efficiency is positively related to fund size and historical performance, the latter being solely due to the poorly performing funds. We fail to find a link between fund age and performance.

Determinants of Mutual Fund Performance: A Bayesian Stochastic Frontier Approach

BSFM: a computer program for Bayesian stochastic frontier models

Atypical presentation of a subungual intraosseous epidermoid cyst of the thumb: A case report.

Primary articular synovial chondromatosis of the fifth metacarpophalangeal joint in a child.

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BSFM: a computer program for Bayesian stochastic frontier models

Atypical presentation of a subungual intraosseous epidermoid cyst of the thumb: A case report.

Primary articular synovial chondromatosis of the fifth metacarpophalangeal joint in a child.