A Global Encompassing Criterion for Nonparametric Encompassing.

ECONOMETRICS

Bayes, Bootsrap, Moments.

econometrics

Bayesian Testing and Testing Bayesians.

economic models ; econometrics

Nonparametric frontier estimation: a robust approach

Most nonparametric methods for estimating production frontiers (data envelopment analysis and free disposal hall (FDH)) are based on envelopment techniques. Statistical inference based on these estimators is available but, by construction, they are very sensitive to extreme values or outliers. We propose a nonparametric estimator, which is more robust to these extreme values. It is based on a concept of expected minimum input function (or expected maximal output function). We show how this function is related to the efficient frontier itself. The resulting estimator is related to the FDH estimator but it will not envelop all the data. The asymptotic theory is provided. Our approach includes the multiple input and multiple output cases. (C) 2002 Elsevier Science S.A. All rights reserved

Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative.

An encompassing test between two models is based on the idea that the first model is able to explain the inference obtained by the second model. In a Bayesian Framework, the posterior distribution of the second model will then be compared to the posterior distribution built in hte first model trough a distribution on the parameter of the second model conditionally on the parameter of the first model. Such a strategy is used to test a parametric model against a non parametric one. This strategy is in particular justified by the inadequacy of usual tests as posterior odds. But the implementation of encompassing tests can only be made thanks to simulation techniques which intensively use representations of Dirichlet Measures.ECONOMETRICS ; STATISTICS

Rendement de l'education et biais de selection.

education ; modeles economiques

Bayesian Encompassing Tests of Unit Root Hypothesis.

economic models ; econometrics

Modelisation Econometrique de la Distribution du Courrier.

Dans cet article nous effectuons une analyse econometrique du secteur d'activite "distribution du courrier" de la Poste. Le but est d'obtenir une information quantitative concernant les characteristiques technologiques de ce secteur. Plus particulierement, nous examinons les elasticites des demandes de facteurs de production et le degre de rendement d'echelle.ECONOMETRIE ; MICROECONOMIE