eprintid: 15926 rev_number: 14 eprint_status: archive userid: 1482 importid: 105 dir: disk0/00/01/59/26 datestamp: 2014-07-09 17:45:11 lastmod: 2021-04-02 15:48:36 status_changed: 2016-09-15 10:00:30 type: article metadata_visibility: show creators_name: Florens, Jean-Pierre creators_name: Simar, Léopold creators_name: Van Keilegom, Ingrid creators_idrefppn: 02883755X creators_idrefppn: 034446303 creators_idrefppn: 170312534 creators_affiliation: Toulouse School of Economics title: Frontier Estimation in Nonparametric Location-Scale Models ispublished: pub subjects: subjects_ECO abstract: Conditional efficiency captures efficiency of firms facing heterogeneous environmental conditions. Traditional approaches estimate nonparametrically conditional distribution requiring smoothing techniques. We rather use a flexible nonparametric location-scale model to eliminate the dependence of inputs/outputs on these factors. These “pre-whitened” inputs/outputs define the optimal frontier function and a “pure” measure of efficiency more reliable to produce rankings, since the influence of external factors has been eliminated. Both full and order-mm frontiers are used. The asymptotic properties are established. We can also derive the frontiers in the original units with their asymptotic properties. The approach is illustrated with some simulated and real data. date: 2014-01 date_type: published publisher: Elsevier id_number: 10.1016/j.jeconom.2013.06.005 official_url: http://tse-fr.eu/pub/28222 faculty: tse divisions: tse keywords: Nonparametric frontiers keywords: Efficiency analysis keywords: Robust estimation of frontiers keywords: Conditional efficiency language: en has_fulltext: FALSE doi: 10.1016/j.jeconom.2013.06.005 subjectsJEL: JEL_C13 subjectsJEL: JEL_C14 subjectsJEL: JEL_C49 view_date_year: 2014 full_text_status: none publication: Journal of Econometrics volume: vol. 178 number: n° 3 pagerange: 456-470 refereed: TRUE issn: 0304-4076 oai_identifier: oai:tse-fr.eu:28222 harvester_local_overwrite: oai_set harvester_local_overwrite: volume harvester_local_overwrite: number harvester_local_overwrite: issn harvester_local_overwrite: faculty harvester_local_overwrite: site harvester_local_overwrite: publisher harvester_local_overwrite: creators_affiliation harvester_local_overwrite: doi harvester_local_overwrite: id_number harvester_local_overwrite: creators_idrefppn oai_lastmod: 2016-07-18T11:49:11Z oai_set: tse oai_set: ut1c site: ut1 citation: Florens, Jean-Pierre , Simar, Léopold and Van Keilegom, Ingrid (2014) Frontier Estimation in Nonparametric Location-Scale Models. Journal of Econometrics, vol. 178 (n° 3). pp. 456-470.