Errors-in-variables: Efficiency Depth Timo Kuosmanen, Thierry Post Erasmus Research Institute of Management Report Series Research in Management Bibliographic Data and Classifications

Testing for Productive Efficiency with Errors-in- Variables with an Application to the Dutch Electricity Sector

We develop a nonparametric test of productive efficiency that accounts for the possibility of errors-in-variables. The test allows for statistical inference based on the extreme value distribution of the L?? norm. In contrast to the test proposed by Varian, H (1985): 'Nonparametric Analysis of Optimising Behaviour with Measurement Error, Journal of Econometrics 30, 445458, our test can be compu...

Informed Option Trading Strategies: the Impact on the Underlying Price Process Cyriel De Jong Erasmus Research Institute of Management Report Series Research in Management Bibliographic Data and Classifications

ERIM Report Series reference number ERS-2001-55-F&A Publication September 2001 Number of pages 31 Email address corresponding author [email protected] Address Erasmus Research Institute of Management (ERIM) Rotterdam School of Management / Faculteit Bedrijfskunde Erasmus Universiteit Rotterdam P.O. Box 1738 3000 DR Rotterdam, The Netherlands Phone: + 31 10 408 1182 Fax: + 31 10 408 9640 Email: i...

Bergh, U. Kaymak Erasmus Research Institute of Management Report Series Research in Management Bibliographic Data and Classifications

New Tools for Dealing with Errors-in-Variables in DEA

We develop a series of novel conceptual tools to systematically account for errors-in-variables in Data Envelopment Analysis (DEA). These tools allow for statistical inference while requiring minimal statistical distribution assumptions, and therefore constitute a valuable addition to the tools currently available for dealing with errors-in-variables. An empirical application for large European...

Resource-based Perspective Ernst Verwaal and Bas Donkers Erasmus Research Institute of Management Report Series Research in Management Bibliographic Data and Classifications

This paper presents a unifying theory, explaining the different relationships between firm size and export intensity that have been found in previous studies. We propose that transaction costs economies and different types of resources induce a moderating effect on the firm size and export intensity relationship. Data on international businesses in the Netherlands are used to test the theoretic...