Mickael Löthgren: Dept. of Economic Statistics, Stockholm School of Economics, Postal: Stockholm School of Economics, P.O. Box 6501, S-113 83 Stockholm, Sweden
Abstract: This paper presents a Monte Carlo simulation study of the bootstrap algorithm proposed by Löthgren and Tambour (1997) for calculation of bootstrap confidence intervals for the firm-specific Data Envelopment Analysis (DEA) Malmquist productivity index. The simulation results indicate that the coverage accuracy of bootstrap confidence intervals are near the nominal confidence level for small to moderate sized samples. For larger sample sizes, a clear converges of empirical to nominal levels are found.
10 pages, First version: November 4, 1997. Revised: November 8, 1997.
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