Relevant bibliographies by topics / Stochastic frontier analysis (SFA)

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Stochastic frontier analysis (SFA)'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 February 2022

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Journal articles on the topic "Stochastic frontier analysis (SFA)"

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Lechtenberg, Christian. "Stochastic Frontier Analysis (SFA)." Controlling 23, no. 12 (2011): 682–83. http://dx.doi.org/10.15358/0935-0381-2011-12-682.

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Sakouvogui, Kekoura, Saleem Shaik, Curt Doetkott, and Rhonda Magel. "Sensitivity analysis of stochastic frontier analysis models." Monte Carlo Methods and Applications 27, no. 1 (February 2, 2021): 71–90. http://dx.doi.org/10.1515/mcma-2021-2083.

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Abstract The efficiency measures of the Stochastic Frontier Analysis (SFA) models are dependent on distributional assumptions of the one-sided error or inefficiency term. Given the intent of earlier researchers in the evaluation of a single inefficiency distribution using Monte Carlo (MC) simulation, much attention has not been paid to the comparative analysis of SFA models. Our paper aims to evaluate the effects of the assumption of the inefficiency distribution and thus compares different SFA model assumptions by conducting a MC simulation. In this paper, we derive the population statistical parameters of truncated normal, half-normal, and exponential inefficiency distributions of SFA models with the objective of having comparable sample mean and sample standard deviation during MC simulation. Thus, MC simulation is conducted to evaluate the statistical properties and robustness of the inefficiency distributions of SFA models and across three different misspecification scenarios, sample sizes, production functions, and input distributions. MC simulation results show that the misspecified truncated normal SFA model provides the smallest mean absolute deviation and mean square error when the true data generating process is a half-normal inefficiency distribution.
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Tsolas, Ioannis E. "Mine Performance Assessment by Means of Stochastic Frontier Analysis." Mathematical Problems in Engineering 2019 (March 11, 2019): 1–7. http://dx.doi.org/10.1155/2019/8657348.

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This paper employs stochastic frontier analysis (SFA) in assessing efficiency at the mine level. An SFA model is derived using annual operational data from the Kardia Field mine of the Greek Public Power Corporation (PPC) S.A. for the 1984-2006 period and the causes of inefficiency are investigated by means of regression techniques. The proposed two-stage model can be used as a diagnostic tool to identify causes of mine inefficiency and as a tool for designing and specifying interventions to improve mine performance.
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Nguyen, Hung T. "A closer look at stochastic frontier analysis in economics." Asian Journal of Economics and Banking 4, no. 3 (October 8, 2020): 3–28. http://dx.doi.org/10.1108/ajeb-07-2020-0032.

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Purpose While there exist many surveys on the use stochastic frontier analysis (SFA), many important issues and techniques in SFA were not well elaborated in the previous surveys, namely, regular models, copula modeling, nonparametric estimation by Grenander’s method of sieves, empirical likelihood and causality issues in SFA using regression discontinuity design (RDD) (sharp and fuzzy RDD). The purpose of this paper is to encourage more research in these directions. Design/methodology/approach A literature survey. Findings While there are many useful applications of SFA to econometrics, there are also many important open problems. Originality/value This is the first survey of SFA in econometrics that emphasizes important issues and techniques such as copulas.
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Arsad, Roslah, Zaidi Isa, and Siti Nabilah Mohd Shaari. "Estimating Efficiency Performance of Decision-Making Unit by using SFA and DEA Method: A Cross-Sectional Data Approach." International Journal of Engineering & Technology 7, no. 4.33 (December 9, 2018): 25. http://dx.doi.org/10.14419/ijet.v7i4.33.23478.

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In this paper, a cross-sectional samples data of 115 Malaysian stocks have been employed to compare both Data Envelopment Analysis (DEA) method and Stochastic Frontier Analysis (SFA) method. These approaches are used to provide a review of frontier conceptual measurement, strength and limitation of the parametric and non-parametric models. Stochastic frontier production function of Cobb-Douglas type was utilized for the estimation. The function was estimated using the maximum likelihood estimation technique. Two models in DEA, DEA-CCR and DEA-BCC are applied in this study and the ranking correlation between SFA method and both models DEA are determined by using the Spearman rank method. The result revealed using SFA, the mean technical efficiency of sample consumer product companies is 37.5% and implies that companies operating at means level of technical efficiency could produce 80.1% more output for given level of inputs if they become technically more efficient. From empirical results of the SFA method, we determined that the deviations from the efficient frontiers of production functions are largely attributed to inefficiency effects (technical inefficiency). Finally, the findings also showed that the difference in ranking stocks performance using DEA-CCR, DEA-BCC and SFA methods. The main contribution of the paper is showing the comparative performance based on both model, DEA and SFA method using financial ratio.
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Ferruz Agudo, Luis, João Serafim Tusi da Silveira, Daniel Knebel Baggio, Isoé Nícolas Schneider, and Maria Margarete Baccin Brizolla. "Stochastic frontiers of efficiency for Brazilian investment funds: a panel data analysis." Investment Management and Financial Innovations 16, no. 4 (December 26, 2019): 352–65. http://dx.doi.org/10.21511/imfi.16(4).2019.30.

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Foundations, methodological and empirical possibilities of measurement and analysis in the performance of financial investments within investment funds have been developed since they were once introduced in the 1970s, thus establishing a path of growing acceptance in financial markets and universities’ academies. The first approaches over the efficiency of these funds, considering their stochastic implications, occurred in the late 1990s and have evolved with the help of SFA – Stochastic Frontier Analysis, although it still needs more careful verification. This article measured and analyzed the stochastic frontier of efficiency over 33 different Brazilian investment funds from 2012 to 2015. For doing so, Battese and Coelli’s (1995) specifications was used. It shows the effects of inefficiencies, which are defined as explicit functions of specific factors in the context of panel data funds. They are estimated by the maximum likelihood method. Sharpe ratios (SR) were also calculated for comparative purposes. Based on these two indicators (SFA and SR), the most recommendable funds to invest and the ones in which the application should not be performed were identified. Such procedures have stimulated the necessary and promising studies, as well as future researches, which, in turn, may establish new methodological formulation as an efficient and effective instrument to choose the best and the safest funds to invest.
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Acquah, Henry de-Graft. "Sensitivity of technical efficiency estimates to estimation methods: an empirical comparison of parametric and non-parametric approaches." Applied Studies in Agribusiness and Commerce 8, no. 1 (August 31, 2014): 67–72. http://dx.doi.org/10.19041/apstract/2014/1/8.

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This paper highlights the sensitivity of technical efficiency estimates to estimation approaches using empirical data. Firm specific technical efficiency and mean technical efficiency are estimated using the non parametric Data Envelope Analysis (DEA) and the parametric Corrected Ordinary Least Squares (COLS) and Stochastic Frontier Analysis (SFA) approaches. Mean technical efficiency is found to be sensitive to the choice of estimation technique. Analysis of variance and Tukey’s test suggests significant differences in means between efficiency scores from different methods. In general the DEA and SFA frontiers resulted in higher mean technical efficiency estimates than the COLS production frontier. The efficiency estimates of the DEA have the smallest variability when compared with the SFA and COLS. There exists a strong positive correlation between the efficiency estimates based on the three methods.
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Putri, Devy Ariesta, and Sylva Alif Rusmita. "ANALISIS TINGKAT EFISIENSI BIAYA BANK UMUM SYARIAH DENGAN METODE STOCHASTIC FRONTIER ANALYSIS PERIODE 2015-2018." Jurnal Ekonomi Syariah Teori dan Terapan 7, no. 1 (June 11, 2020): 199. http://dx.doi.org/10.20473/vol7iss20201pp199-206.

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This study aims to determine the cost efficiency level of Sharia Commercial Banks registered in the OJK for the 2015-2018 period. This study uses a quantitative approach. This study uses a parametric approach to measure the cost efficiency of Islamic banking with the stochastic frontier analysis (SFA) method. The value of cost efficiency using the SFA method is in the form of a value of 100%, the closer it is to the value of 100%, the more efficient the bank works. The analysis technique used is the cross-section model and panel model. This study uses 7 Sharia Commercial Bank samples. Data obtained from each of the Sharia Commercial Bank Financial Report websites. The results of the Cross-Section Stochastic Frontier Analysis analysis on cost efficiency show the average value of the efficiency of Islamic banking in Indonesia approaching 95.92%. The results of the cost-efficiency analysis show that Islamic banking in the 2015-2018 period tended to be less efficient in controlling costs.Keywords: Cost efficiency, Islamic commercial banks, Stochastic Frontier Analysis (SFA).
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Cardoso, Catarina Moura e. Sa, and Geetha Ravishankar. "Productivity growth and convergence: a stochastic frontier analysis." Journal of Economic Studies 42, no. 2 (May 11, 2015): 224–36. http://dx.doi.org/10.1108/jes-08-2013-0121.

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Purpose – The purpose of this paper is to assess the effect of human capital development on regional productivity growth and convergence in the Spanish provinces over the period 1991-2006. Design/methodology/approach – The stochastic frontier analysis (SFA) methodology is used to estimate production inefficiencies. This approach enables the assessment of the degree to which a given region’s observed output deviates from the maximal possible. Therefore, the resulting region specific productive efficiencies are modelled as outcomes of the level of human capital. A β-convergence equation for the regional efficiency levels is also estimated to detect any signs of regional catching-up. Findings – The results show that increasing levels of human capital development are associated with lower regional inefficiency. All levels of education contributed to reduce the inefficiency levels, however, secondary schooling played a stronger role than primary and even higher education. There is also evidence of regional convergence towards the best practice frontier through a process that is beneficially aided by human capital development. Originality/value – The paper combines the use of the SFA to study the effect of human capital on regional productivity with the estimation of a β-convergence equation for the obtained regional efficiency levels.
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Ngo, Thanh, and David Tripe. "Stochastic cost frontier analysis – a sensitivity analysis on cost measures." Pacific Accounting Review 28, no. 4 (November 7, 2016): 401–10. http://dx.doi.org/10.1108/par-03-2016-0028.

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Purpose This paper aims to examine alternative methods for recording and treating costs in studies of bank efficiency. Design/methodology/approach This study used stochastic frontier analysis (SFA) models with core costs and total costs to estimate the cost efficiency of banks in two different economies, Vietnam where the banking system is under-developed (and thus is dominated by traditional banking activities) and New Zealand where the banking system is well-developed (and thus non-traditional banking activities play an important role). Findings The authors found that models using total cost tend to underestimate the banks’ cost efficiency. This underestimation relates to the extent of modern activities in a banking system: it is larger in an advanced banking system (i.e. New Zealand) and smaller in a less-developed banking system (i.e. Vietnam). Research limitations/implications Research is limited to two countries, and it would be useful to apply the same technique to other data sets. Practical implications The paper suggests a new approach to cost SFA studies in banking. Originality/value The paper provides a much more searching analysis of costs in banking than has generally been seen in previous research.
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Dissertations / Theses on the topic "Stochastic frontier analysis (SFA)"

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Celen, Aydin. "Measuring The Efficiency Of The Turkish Electric Distribution Sector Using Stochastic Frontier Analysis." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613004/index.pdf.

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This study analyzes the technical efficiencies of Turkish electricity distribution companies (21 in total) throughout 2002 and 2009. For this aim, we used six different model specifications, all of which are generated from two different Stochastic Frontier Analysis (SFA) models (Battese ve Coelli (1992&
1995)). At the end of the estimations of the models, it has been seen that the signs and significance levels of the coefficient estimations are very consistent and satisfactory in all models. We also observed consistency between the coefficient estimations of the different models despite the differences in the magnitudes of the coefficient estimations. For example, all model specifications confirm the presence of increasing returns to scale and of a mild technological progress over time in the market. In addition, among the inputs, all inputs except the quality of the electricity delivered are important in enhancing technical efficiency of the electricity distribution companies, according to the all alternative specifications. Again, all models showed that inefficiency effects rather than random error effects are of crucial importance in Turkish electricity distribution market. As for the efficiency estimations of the alternative models, the main conclusion revealed by our study is that efficiency estimations of the Battese ve Coelli (1995) models are remarkably higher than those of the Battese ve Coelli (1992) models. The efficiency estimation differences between Battese and Coelli (1992&
1995) models can be attributed to the environmental variables included into the Battese ve Coelli (1995) models, which are not generally controlled by electricity distribution companies.
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Hess, Borge. "Efficiency and Restructuring in Regulated Energy Networks: Evidence from Germany and the US." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-26480.

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Although the German framework of incentive-based energy regulation appears to be well-defined because it draws from international experience and eliminates several present drawbacks existing with revenue-cap regulation doubts of industry and politicians concerning the application of benchmarking techniques and more importantly, the future industry structure, remain. The regulation scheme is based on experience with energy sector reforms in the US due to it being a precursor in this regard, e.g. by introducing incentive-based regulation as early as 1994 and publishing the relevant data in a very detailed way. This thesis therefore brings together the two issues of certain efficiency measurement problems and the industry restructuring in Germany and the US in order to contribute to the current discussion of robust benchmarking and to provide political implications related to the industry’s structure. Therefore, the application of DEA and SFA constitutes the heart of the whole study. These techniques are applied on German electricity DSOs as well as on data for US electricity DSOs and US gas TSOs. The application to US data can then be used to derive information about business strategies and their success in a sector that is being restructured. The US experience will lead to relevant German policy implications with respect to the future structure of the energy industry in Germany
Der deutsche Regulierungsansatz erscheint im Allgemeinen als ausgewogen, da er zum einen internationale Erfahrungen mit einbezieht und zum anderen bestehenden Schwächen der Erlös-Obergrenzenregulierung berücksichtigt. Dennoch bestehen Zweifel seitens Industrie- und Politvertretern bezüglich der Anwendung von Benchmarking-Techniken und noch bedeutsamer der zukünftigen Industriestruktur. Der regulatorische Rahmen basiert auf Erfahrungen aus der Regulierung der Energiewirtschaft aus den USA, da diese eine Vorreiterrolle in dieser Hinsicht innehaben, beispielsweise aufgrund der frühen Einführung der Anreizregulierung in 1994 und der sehr detaillierten Veröffentlichung der relevanten Daten. Diese Arbeit verknüpft daher diese zwei Aspekte zum einen der Existenz gewisser Problemfelder bei der Effizienzmessung als auch der Umstrukturierung der deutschen Industriestruktur in der Energiewirtschaft. Damit trägt sie zu der aktuellen Diskussion mit Bezug auf robustes Benchmarking bei und liefert zudem politische Implikationen bezüglich der Industriestruktur. Zu diesem Zweck steht die Anwendung der für die deutsche Regulierung der Energienetze relevanten Benchmarking-Techniken (Data Envelopment Analysis (DEA) und Stochastic Frontier Analysis (SFA)) im Zentrum der gesamten Studie. Die empirischen Analysen beziehen sich dabei auf deutsche Elektrizitätsverteilnetzbetreiber sowie auf Elektrizitätsverteilnetzbetreibern und Ferngasgesellschaften aus den USA. Die Analysen von US Daten können dann genutzt werden, um gehaltvolle Informationen über Unternehmensstrategien und deren Erfolg in einem restrukturierten Sektor zu gewinnen. Diese Erfahrungen münden dann in Schlussfolgerungen und Empfehlungen für die deutsche Regulierung und Industriestruktur der deutschen Energienetzwirtschaft
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Hess, Borge. "Efficiency and Restructuring in Regulated Energy Networks: Evidence from Germany and the US." Doctoral thesis, Technische Universität Dresden, 2008. https://tud.qucosa.de/id/qucosa%3A25216.

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Although the German framework of incentive-based energy regulation appears to be well-defined because it draws from international experience and eliminates several present drawbacks existing with revenue-cap regulation doubts of industry and politicians concerning the application of benchmarking techniques and more importantly, the future industry structure, remain. The regulation scheme is based on experience with energy sector reforms in the US due to it being a precursor in this regard, e.g. by introducing incentive-based regulation as early as 1994 and publishing the relevant data in a very detailed way. This thesis therefore brings together the two issues of certain efficiency measurement problems and the industry restructuring in Germany and the US in order to contribute to the current discussion of robust benchmarking and to provide political implications related to the industry’s structure. Therefore, the application of DEA and SFA constitutes the heart of the whole study. These techniques are applied on German electricity DSOs as well as on data for US electricity DSOs and US gas TSOs. The application to US data can then be used to derive information about business strategies and their success in a sector that is being restructured. The US experience will lead to relevant German policy implications with respect to the future structure of the energy industry in Germany.
Der deutsche Regulierungsansatz erscheint im Allgemeinen als ausgewogen, da er zum einen internationale Erfahrungen mit einbezieht und zum anderen bestehenden Schwächen der Erlös-Obergrenzenregulierung berücksichtigt. Dennoch bestehen Zweifel seitens Industrie- und Politvertretern bezüglich der Anwendung von Benchmarking-Techniken und noch bedeutsamer der zukünftigen Industriestruktur. Der regulatorische Rahmen basiert auf Erfahrungen aus der Regulierung der Energiewirtschaft aus den USA, da diese eine Vorreiterrolle in dieser Hinsicht innehaben, beispielsweise aufgrund der frühen Einführung der Anreizregulierung in 1994 und der sehr detaillierten Veröffentlichung der relevanten Daten. Diese Arbeit verknüpft daher diese zwei Aspekte zum einen der Existenz gewisser Problemfelder bei der Effizienzmessung als auch der Umstrukturierung der deutschen Industriestruktur in der Energiewirtschaft. Damit trägt sie zu der aktuellen Diskussion mit Bezug auf robustes Benchmarking bei und liefert zudem politische Implikationen bezüglich der Industriestruktur. Zu diesem Zweck steht die Anwendung der für die deutsche Regulierung der Energienetze relevanten Benchmarking-Techniken (Data Envelopment Analysis (DEA) und Stochastic Frontier Analysis (SFA)) im Zentrum der gesamten Studie. Die empirischen Analysen beziehen sich dabei auf deutsche Elektrizitätsverteilnetzbetreiber sowie auf Elektrizitätsverteilnetzbetreibern und Ferngasgesellschaften aus den USA. Die Analysen von US Daten können dann genutzt werden, um gehaltvolle Informationen über Unternehmensstrategien und deren Erfolg in einem restrukturierten Sektor zu gewinnen. Diese Erfahrungen münden dann in Schlussfolgerungen und Empfehlungen für die deutsche Regulierung und Industriestruktur der deutschen Energienetzwirtschaft.
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Ripoll, Zarraga Ane Elixabete. "The Spanish airport system: A critical assessment of the impact of AENA’s managerial decisions on airports’ technical efficiencies." Doctoral thesis, Universitat Autònoma de Barcelona, 2018. http://hdl.handle.net/10803/665608.

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Aquesta tesi aborda l'aplicació a la indústria aeroportuària d'enfocaments metodològics alternatius als models convencionals classificats com a mètodes no paramètrics i paramètrics. L'objectiu és estimar i confirmar la coherència de l'eficiència dels aeroports espanyols a través del temps. Per tant, s'utilitzen diversos enfocaments per superar limitacions específiques que les metodologies presenten quan es comparen. Dins de les tècniques no paramètriques s'utilitza l'Anàlisi Envoltant de Dades, Data Envelopment Analysis (DEA), i com a models paramètrics, l'Anàlisi de Frontera Estocàstica, Stochastic Frontier Analysis (SFA). DEA s'ha utilitzat àmpliament a tot el món en la indústria aeroportuària i alguns estudis fan referència al cas espanyol. No obstant això, els models de DEA convencionals presenten algunes limitacions; per exemple, tendeixen a no incorporar efectes relacionats amb el temps. La literatura mostra la manca d'ús del SFA en estudis empírics. Per tant, aquesta Tesi reflecteix coneixements rellevants de l'aplicació al sistema aeroportuari espanyol. Una qüestió important en relació amb pocs estudis tenint en compte els aeroports espanyols és la falta d'informació financera individual rellevant publicada per AENA. AENA és una empresa governamental que gestiona tots els aeroports espanyols. El grau de centralització de la gestió és fins l’extrem que els gestors dels aeroports no poden decidir polítiques comercials (per exemple, el preu i la qualitat dels serveis prestats). A més, els estudis no qüestionen ni avaluen críticament la fiabilitat de les dades amb respecte si són una representació fidel de com els aeroports operen. Aquesta tesi és una recopilació de capítols (quatre documents d'investigació) i un document en curs. Tots els treballs són empírics amb objectius específics per tal d'analitzar els aeroports des de diferents perspectives, incloent-hi la ubicació geogràfica i l'atractiu turístic. En primer lloc, un dels principals problemes abordats en aquesta tesi és la fiabilitat de les dades aportades per AENA, especialment pel que fa a la inversió (cost de capital). En segon lloc, calcular l'eficiència individual dels aeroports i avaluar la coherència dels aeroports més eficients no només a través del temps, sinó recolzada per l'aplicació dels dos enfocaments metodològics establerts. Recomanacions de gestió i actuacions polítiques són proveïdes per tal de millorar l'eficiència global del sistema aeroportuari espanyol. Tots els treballs s'han presentat en conferències internacionals rellevants a la indústria aeroportuària i d’aviació i també en conferències metodològiques. Amb l'excepció del cinquè treball (treball en curs), tots els treballs s'han enviat a revistes indexades (peer review) citades al Journal Citation Reports (JCR) i actualment estan en revisió. Algunes extraccions s'han publicat com a casos d'estudi i articles de difusió (The Public Sphere Journal of Public Policy, febrer de 2017; Inside O.R., març de 2018).
This Thesis addresses the application to the airport industry of alternative methodological approaches to the conventional models commonly classified as non-parametric and parametric methods. The aim is to estimate and to confirm the consistency of the Spanish airports’ efficiency across time. Therefore, several approaches are used in order to overcome specific limitations that the methodologies present compared to the other. Within the non-parametric techniques Data Envelopment Analysis (DEA) is used and as parametric models, Stochastic Frontier Analysis (SFA). DEA has been extensively used worldwide in the airport industry and some studies refer to the Spanish case. Nevertheless, the conventional DEA models present some limitations; for example, they tend not to incorporate time related effects. The literature shows a lack of usage of SFA in empirical studies. Therefore, relevant insights are to be learned from the application to the Spanish airport system. One important matter regarding few studies considering the Spanish airports is the lack of individual relevant financial information published by AENA. AENA is a government-owned company and manager of all the Spanish airports. The degree of centralisation of management is to the extent that airports managers cannot decide commercial policies (e.g. price and quality of the services provided). Additionally, the studies neither critically question nor assess the reliability of the data regarding representing a fair and true view of how the airports are performing from an operational perspective. This Thesis is a compilation of chapters (four research papers) and one paper in progress. All the papers are empirical base with specific objectives in order to analyse the airports from different perspectives including the geographical location and the tourism attractiveness. Firstly, one major problem addressed in this Thesis is the reliability of the data provided by AENA, particularly with respect to investment (cost of capital). Secondly, to estimate the individual efficiencies of the airports and to evaluate the consistency of the most efficient airports not only across time, but supported by the application of the two stated methodological approaches. Managerial and policymakers’ recommendations are drawn to improve the overall efficiency of the Spanish airport system. All the papers have been presented in international conferences relevant in the airport and aviation industry and also in methodological conferences. With the exception of the fifth paper (ongoing work), all the papers have been sent to refereed journals (peer review) cited at the Journal Citation Reports (JCR) and they are currently under review. Some extractions have been published as case studies and dissemination articles (The Public Sphere Journal of Public Policy, February 2017; Inside O.R., March 2018)
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Burrows, Tim. "The managerial performance of mutual funds : an empirical study." Thesis, Loughborough University, 2013. https://dspace.lboro.ac.uk/2134/14531.

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For as long as managed mutual funds have been in existence there has been a desire to accurately assess their relative performance against each other, and also their respective performance in relation to an appropriate stock market index. There has been a specific interest in whether the expensive, professionally managed mutual funds can justify their high cost with respect to low cost, simple index trackers by producing superior, post-cost performance, and this proposition is implicitly tested within this thesis. The aim of this thesis is to undertake an empirical assessment of the managerial performance of mutual funds utilising a three-stage DEA-SFA-DEA methodology which combines linear mathematical programming (DEA) and stochastic frontier analysis (SFA). Specifically, this thesis focuses on evaluating the managerial performance of UK domiciled open-ended investment companies (OEICs) and unit trusts (UTs) over a three year period from 1st January 2008 to 31st December 2010. Various DEA models are utilised including CCR, BCC and SBM DEA models with various orientations, and also versions of these DEA models which make use of the SORM procedure. These are used to carry out an initial evaluation of the managerial performance of the OEICs/UTs, before two of these DEA models are combined with SFA regression analysis in a three-stage DEA-SFA-DEA methodology to purge the influence of environmental factors and statistical noise, thus leading to a more robust evaluation of the true managerial performance of the OEICs/UTs under assessment. The results of this thesis extend support to the premise of the Efficient Market Hypothesis (EMH) that financial markets are information efficient , and thus it is not possible, given the information available when the investment is made, to consistently obtain returns in excess of the average market return on a risk-adjusted basis, and this thesis does so through the use of a novel approach.
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Vasquez, Modesto Cal. "Eficiência e produtividade no ensino superior público." Doctoral thesis, Instituto Superior de Ciências Sociais e Políticas, 2013. http://hdl.handle.net/10400.5/6183.

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tese de Doutoramento em Ciências Sociais na Especialidade de Administração Pública
Nesta investigação foram estudadas as eficiências e as produtividades das instituições portuguesas do ensino superior público: universidades e institutos politécnicos. Na análise consideraram-se oito períodos académicos: 2000-2001 a 2007-2008. Recorrendo à metodologia Data Envelopment Analysis (DEA), propôs-se uma abordagem que, até à presente data, não foi utilizada para o ensino superior: Analisar a eficiência e a produtividade tendo como base os conceitos de eficiência e super eficiência não radial. Foi também analisado o impacto na eficiência de factores não discricionários. As análises foram efectuadas tendo como suporte o modelo desenvolvido e programado. As conclusões mais relevantes foram: Globalmente, no período 2000-2008, as universidades e os institutos politécnicos melhoraram as suas eficiências relativas e produtividades; A assimetria regional tem impacto na eficiência.
In this research efficiency and productivity of the Portuguese public higher education institutions were studied: universities and polytechnics. The analysis covered eight academic periods: 2000-2001 to 2007-2008. Using Data Envelopment Analysis methodology (DEA), proposed an approach that, to date, has not been used for higher education: Analyze the efficiency and productivity based on the concept of non-radial efficiency and super-efficiency. It was also analysed the impact on efficiency of non-discretionary factors. The analysis were carried out with support of the model developed and programmed. The most relevant conclusions were: overall, in the 2000-2008 period, universities and polytechnics have improved their relative efficiencies and productivity; regional development has impact on efficiency.
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Nguyen, Ngoc B. "Estimation of Technical Efficiency in Stochastic Frontier Analysis." Bowling Green State University / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1275444079.

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Wu, Yanrui. "Productive performance of Chinese enterprises : a stochastic frontier analysis /." Title page, contents and abstract only, 1993. http://web4.library.adelaide.edu.au/theses/09PH/09phw959.pdf.

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Gralka, Sabine. "Stochastic Frontier Analysis in Higher Education: A Systematic Review." Technische Universität Dresden, 2018. https://tud.qucosa.de/id/qucosa%3A32459.

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This paper provides a systematic review of the literature that employs stochastic frontier analysis to measure the efficiency of higher education institutions. The overview opens with a look at the general development of the literature, before emphasis is laid on the methodical aspects. Focus is thereby placed on the necessary underlying assumptions and the employed specifications, discussing their advantages and drawbacks. Afterwards, the factors that were specified in the literature, including the input and output variables, as well as the determinants of efficiency, are discussed in detail. Based on the insights of the literature review, the paper highlights some of the existing deficiencies and ways forward. To our knowledge, the present study provides the first systematic review on the usage of the stochastic frontier analysis to measure efficiency in the higher education sector.
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Wang, Junyi. "A Normal Truncated Skewed-Laplace Model in Stochastic Frontier Analysis." TopSCHOLAR®, 2012. http://digitalcommons.wku.edu/theses/1177.

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Stochastic frontier analysis is an exciting method of economic production modeling that is relevant to hospitals, stock markets, manufacturing factories, and services. In this paper, we create a new model using the normal distribution and truncated skew-Laplace distribution, namely the normal-truncated skew-Laplace model. This is a generalized model of the normal-exponential case. Furthermore, we compute the true technical efficiency and estimated technical efficiency of the normal-truncated skewed-Laplace model. Also, we compare the technical efficiencies of normal-truncated skewed-Laplace model and normal-exponential model.
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Books on the topic "Stochastic frontier analysis (SFA)"

1

Jacobs, Rowena. Alternative methods to examine hospital efficiency: Data envelopment analysis and stochastic frontier analysis. York: Centre for Health Economics, University of York, 2000.

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Institute for Social and Economic Change, ed. Liberalisation and efficiency of Indian commercial banks: A stochastic frontier analysis. Bangalore: Institute for Social and Economic Change, 2006.

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Wadud, Md Abdul. Performance of industrial establishments in northwest Bangladesh: A stochastic frontier analysis. [Rajshahi: Rajshahi University], 2009.

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Wagstaff, Adam. Measuring technical efficiency in the National Health Service: A stochastic frontier analysis. York: University of York, Centre for Health Economics, Health Economics Consortium, 1987.

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Wagstaff, Adam. Measuring technical efficiency in the National Health Service: A stochastic frontier analysis. York: Centre for Health Economics, University of York, 1987.

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Lovell, C. A. Knox. Stochastic Frontier Analysis. Cambridge University Press, 2000.

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Kumbhakar, Subal C., and C. A. Knox Lovell. Stochastic Frontier Analysis. Cambridge University Press, 2003.

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Kumbhakar, Subal C., Hung-Jen Wang, and Alan P. Horncastle. Practitioner's Guide to Stochastic Frontier Analysis Using Stata. Cambridge University Press, 2015.

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Kumbhakar, Subal C., Hung-Jen Wang, and Alan P. Horncastle. Practitioner's Guide to Stochastic Frontier Analysis Using Stata. Cambridge University Press, 2015.

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Miningou, Elise Wendlassida, and Valerie Vierstraete. Performance of Primary Education in Burkina Faso: A Multi-Output Stochastic Frontier Analysis. Taylor and Francis, 2018. http://dx.doi.org/10.1596/30147.

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Book chapters on the topic "Stochastic frontier analysis (SFA)"

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Bogetoft, Peter, and Lars Otto. "Stochastic Frontier Analysis SFA." In International Series in Operations Research & Management Science, 197–231. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-7961-2_7.

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Oh, Seog-Chan, and Alfred J. Hildreth. "Energy Performance Analysis: Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis (DES) for Energy Performance Analysis." In Springer Series in Advanced Manufacturing, 29–77. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-32729-7_2.

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O’Donnell, Christopher J. "Stochastic Frontier Analysis." In Productivity and Efficiency Analysis, 325–72. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-2984-5_8.

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Behr, Andreas. "Stochastic Frontier Analysis." In Production and Efficiency Analysis with R, 183–201. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-20502-1_8.

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Scotti, Davide, and Nicola Volta. "Stochastic frontier analysis." In Air Transport and Regional Development Methodologies, 269–85. 1 Edition. | Boca Raton : Routledge, 2021.: Routledge, 2020. http://dx.doi.org/10.4324/9780429021855-14.

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Behr, Andreas. "Panel Data Stochastic Frontier Analysis." In Production and Efficiency Analysis with R, 203–22. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-20502-1_9.

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Stead, Alexander D., Phill Wheat, and William H. Greene. "Distributional Forms in Stochastic Frontier Analysis." In The Palgrave Handbook of Economic Performance Analysis, 225–74. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-23727-1_8.

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Kumbhakar, Subal C., Christopher F. Parmeter, and Valentin Zelenyuk. "Stochastic Frontier Analysis: Foundations and Advances II." In Handbook of Production Economics, 1–38. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-10-3450-3_11-1.

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Kumbhakar, Subal C., Christopher F. Parmeter, and Valentin Zelenyuk. "Stochastic Frontier Analysis: Foundations and Advances I." In Handbook of Production Economics, 1–39. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-10-3450-3_9-1.

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Kumbhakar, Subal C., Christopher F. Parmeter, and Valentin Zelenyuk. "Stochastic Frontier Analysis: Foundations and Advances I." In Handbook of Production Economics, 1–40. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-10-3450-3_9-2.

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Conference papers on the topic "Stochastic frontier analysis (SFA)"

1

Hamdan, Maysaa, Jamie Rogers, and Amer Hamdan. "Build to Order supply chain efficiency using Stochastic Frontier Analysis (SFA)." In 2016 Portland International Conference on Management of Engineering and Technology (PICMET). IEEE, 2016. http://dx.doi.org/10.1109/picmet.2016.7806740.

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Laila, Nisful, and Fitri Syarahfina Putri. "Measuring the Efficient of Islamic Rural Bank in Java Island Based on Stochastic Frontier Analysis (SFA) Method." In 1st International Conference on Islamic Ecnomics, Business and Philanthropy. SCITEPRESS - Science and Technology Publications, 2017. http://dx.doi.org/10.5220/0007088307020706.

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Amornkitvikai, Yot, Charles Harvie, and Teerawat Charoenrat. "Estimating a Technical Inefficiency Effects Model for Thai Manufacturing and Exporting Enterprises (SMEs): A Stochastic Frontier (SFA) and Data Envelopment Analysis (DEA) Approach." In InSITE 2014: Informing Science + IT Education Conference. Informing Science Institute, 2014. http://dx.doi.org/10.28945/2028.

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Schauer, Oliver, and Lisa-Maria Putz. "Estimating a Technical Inefficiency Effects Model for Thai Manufacturing and Exporting Enterprises (SMEs): A Stochastic Frontier (SFA) and Data Envelopment Analysis (DEA) Approach." In InSITE 2014: Informing Science + IT Education Conference. Informing Science Institute, 2014. http://dx.doi.org/10.28945/2033.

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Ravishankar, Geetha, and Vitor Leone. "A Stochastic Frontier Analysis of Real Estate Portfolio Diversification." In 25th Annual European Real Estate Society Conference. European Real Estate Society, 2016. http://dx.doi.org/10.15396/eres2016_74.

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Zhang, Rui, and Hong-li Wang. "Efficiency measurement of industrial development zones by Stochastic Frontier Analysis." In 2011 IEEE 18th International Conference on Industrial Engineering and Engineering Management. IEEE, 2011. http://dx.doi.org/10.1109/icieem.2011.6035117.

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Bojovic, Veljko. "Efficiency Analysis of Subsidies for Investments using Stochastic Frontier Analysis: Case of Serbia." In International Scientific Days 2018. Wolters Kluwer ČR, Prague, 2018. http://dx.doi.org/10.15414/isd2018.aeu.03.

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Li, Huaiyu, Hongli Wang, and Jialiang Guo. "Application of stochastic frontier analysis in survey and design market management system." In EM). IEEE, 2009. http://dx.doi.org/10.1109/icieem.2009.5344427.

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Semenychev, V. K. "Spatial Stochastic Frontier Analysis Of Russian Regions Development From 2011 To 2016." In GCPMED 2018 - International Scientific Conference "Global Challenges and Prospects of the Modern Economic Development. Cognitive-Crcs, 2019. http://dx.doi.org/10.15405/epsbs.2019.03.131.

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Zhang, Zehua, Jing Yang, Yuteng Wan, Runjiao Pan, and Mo Kuang. "Economic Efficiency Measurement of Guangzhou Airport based on Stochastic Frontier Analysis Model." In Proceedings of the 1st International Conference on Business, Economics, Management Science (BEMS 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/bems-19.2019.115.

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