W O R K S H O P :
Exploring research frontiers in contemporary
statistics and econometrics
Louvain-la-Neuve, Belgium
14 and 15 May 2009
Luiza Badin, Bucharest University of Economics, Romania
Bias Correction for Nonparametric Conditional and Unconditional Efficiency Estimators: A Monte Carlo Study
Abdelaati Daouia, Université de Toulouse I, France
Frontier Estimation and Extreme Values Theory
Slides
Cinzia Daraio, University of Bologna, Italy
Statistical Inference in Conditional Nonparametric Frontier Models
Jean-Pierre Florens, Université Toulouse I, France
Functional instrumental regression
Irène Gijbels, KULeuven, Belgium
Nonparametric partial-frontier estimation: robustness and
efficiency
Wolfgang Härdle, HU Berlin, Germany
Copulae in tempore varientes (applied to CDO valuation)
Alois Kneip, University of Bonn, Germany
A new panel data treatment for heterogeneity in time trends
Byeong Park, Seoul National University, South Korea
Asymptotic Distribution of Conical-Hull Estimators of Directional Edges
Slides
Robin Sickles, Rice University - Houston, USA
The Skewness Problem in Stochastic Frontier Models: Fact or Fiction?
Slides
Paul Wilson, Clemson University, USA
Asymptotic Properties of Some Non-parametric Hyperbolic Efficiency Estimators
Valentin Zelenyuk, Kyiv school of economics, Ukraine
Categorical Variables in Non-parametric Stochastic Frontier Estimation