Recently, in an attempt to produce robust production frontier estimators, Aragon et al. [2005, Nonparametric frontier estimation: a conditional quantile-based approach. Econometric Theory 21, 358-389] and Martins-Filho and Yao [2008, A smooth nonparametric conditional quantile frontier estimator. Journal of Econometrics 143, 317-333] considered the estimation of nonparametric α- frontier models...
This dissertation contains three essays on nonprametric and semiparametric regression mod-
In the first essay, we propose an estimation procedure for value at risk (VaR) and expected
shortfall (TailVaR.) for conditional distributions of a time series of returns on a financial asset.
Our approach combines a local polynomial estimator of...
This dissertation is composed of three essays regarding the finite sample properties of estimators
for nonparametric models.
In the first essay we investigate the finite sample performances of four estimators for additive
nonparametric regression models - the backfitting B-estimator, the marginal integration M-estimator
and two versions of a two stage...
Two essays are focused on semiparametric econometric methods. The first essay investigates applicability of the smooth back tting estimator (SBE) to statistical analysis of residential energy consumption. The second essay attempts to incorporate additivity restrictions into semiparametric stochastic frontier estimation. The procedure described in the first study is used to...
This dissertation explores the intricacies associated with the use of distance functions in empirical studies. It focuses on the measurement of advertising efficiency and investigates the properties of the models that seek to approximate the abatement costs of socially undesirable outputs. The first manuscript is devoted to the development of...
Using a panel data set on the local telecommunications companies reporting to the FCC
for 1988-95, this paper investigates the subadditivity of the cost function, as well as
technical and allocative inefficiency of the U.S. local telephone industry. The subadditivity
test on the estimated translog cost function indicates that certain...
This dissertation addresses two main issues involving alcohol markets. In the first, we employ both parametric and nonparametric methods to analyze the market structure and estimate the degree of market power in the U.S. brewing industry. In the nonparametric case, we use the variations in the excise tax to test...
We review nonparametric estimation of efficiency and productivity, by which we mainly mean activity analysis, or data envelopment analysis (DEA). The review covers topics that we hope will be of special interest to those doing research in the realm of agriculture. We also include a brief appendix addressing nonparametric estimation...
Social interactions are a ubiquitous part of our lives, and the creation of online social communities has been a natural extension of this phenomena. Free and Open Source Software (FOSS) development efforts are prime examples of how communities can be leveraged in software development, where groups are formed around communities...
Visual information presented in diagrams promotes information processing both in an individual and in collaborative work. Previous literature has identified the role of diagrams in
understanding information processing in a variety of disciplines. In software engineering, diagrams are a prevalent method involved in process development: diagrams are used for system...