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1

SUBSAMPLING APPROACH FOR STATISTICAL INFERENCE WITHIN STOCHASTIC DEA MODELS

100%

Prędki A.

Metody Ilościowe w Badaniach Ekonomicznych

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2013

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vol. 14

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issue 2

158-168

EN

In the current literature, many different stochastic extensions of the DEA framework can be found. Such generalized approaches enable one to model the uncertainty inherent to the form of the production possibility set and the value of the technical efficiency measure at any given point of the former. In the paper we provide a detailed discussion of some statistical model and the subsampling algorithm which are used in statistical inference. The methodology is then illustrated with an empirical example using the real-world data from the Polish energy sector.

2

A Two-phase Sampling Strategy for Estimating Multiple Mean Values in the Presence of Nonresponse

100%

Gamrot W., Department od Statistics U. o. E.

Acta Universitatis Lodziensis. Folia Oeconomica

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2004

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vol. 175

EN

The phenomenon of nonresponse in sample surveys usually results in biased estimates of population characteristics. One of the means to deal with nonresponse is the subsampling technique. It relies on re-contacting some subset of nonrespondents by using more expensive and more efficient tools (e.g. direct interview) than those used in the first attempt to collect data. This allows to increase response rate and to obtain unbiased estimates of population characteristics. In this paper, the problem of establishing the sample and subsample sizes minimizing the expected cost of the survey, while achieving desired precision of multiple mean value estimates, is considered. An algorithm is proposed that allows to establish the optimum initial sample and subsample sizes for two-phase sampling strategy.

3

STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS

88%

Lenart Ł., Mazur B., Pipień M.

Equilibrium. Quarterly Journal of Economics and Economic Policy

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2016

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vol. 11

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issue 4

769-783

EN

The main objective of the paper is to investigate properties of business cycles in the Polish economy before and after the recent crisis. The essential issue addressed here is whether there is statistical evidence that the recent crisis has affected the properties of the business cycle fluctuations. In order to improve robustness of the results, we do not confine ourselves to any single inference method, but instead use different groups of statistical tools, including non-parametric methods based on subsampling and parametric Bayesian methods. We examine monthly series of industrial production (from January 1995 till December 2014), considering the properties of cycles in growth rates and in deviations from long-run trend. Empirical analysis is based on the sequence of expanding-window samples, with the shortest sample ending in December 2006. The main finding is that the two frequencies driving business cycle fluctuations in Poland correspond to cycles with periods of 2 and 3.5 years, and (perhaps surprisingly) the result holds both before and after the crisis. We, therefore, find no support for the claim that features (in particular frequencies) that characterize Polish business cycle fluctuations have changed after the recent crisis. The conclusion is unanimously supported by various statistical methods that are used in the paper, however, it is based on relatively short series of the data currently available.

4

Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes

88%

Lenart Ł., Pipień M.

Central European Journal of Economic Modelling and Econometrics

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2013

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issue 2

5

Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries

75%

Lenart Ł., Pipień M.

Central European Journal of Economic Modelling and Econometrics

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2017

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issue 3

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2 Central European Journal of Economic Modelling and Econometrics

1 Acta Universitatis Lodziensis. Folia Oeconomica

1 Equilibrium. Quarterly Journal of Economics and Economic Policy

1 Metody Ilościowe w Badaniach Ekonomicznych

3 Lenart Ł.

3 Pipień M.

1 Department od Statistics U. o. E.

1 Gamrot W.

1 Mazur B.

1 Prędki A.

1 2017

1 2016

2 2013

1 2004

SUBSAMPLING APPROACH FOR STATISTICAL INFERENCE WITHIN STOCHASTIC DEA MODELS

A Two-phase Sampling Strategy for Estimating Multiple Mean Values in the Presence of Nonresponse

STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS

Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes

Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries