Subal C. Kumbhakar, C. A. Knox Lovell

Stochastic Frontier Analysis

Publication is planned for May 2003 | Paperback | 344 pages | ISBN: 0-521-66663-5

Modern textbook presentations of production economics typically treat producers as successful optimizers. Conventional econometric practice has generally followed this paradigm, and least squares based regression techniques have been used to estimate production, cost, profit and other functions. In such a framework deviations from maximum output, from minimum cost and cost minimizing input demands, and from maximum profit and profit maximizing output supplies and input demands, are attributed exclusively to random statistical noise. However casual empiricism and the business press both make persuasive cases for the argument that, although producers may indeed attempt to optimize, they do not always succeed. This book develops econometric techniques for the estimation of production, cost and profit frontiers, and for the estimation of the technical and economic efficiency with which producers approach these frontiers. Since these frontiers envelop rather than intersect the data, and since the authors continue to maintain the traditional econometric belief in the presence of external forces contributing to random statistical noise, the work is titled Stochastic Frontier Analysis.

Contents

1. Introduction; 2. Analytical foundations; 3. The estimation of technical efficiency; 4. The estimation and decomposition of cost efficiency; 5. The estimation and decomposition of profit efficiency; 6. The shadow price approach to the estimation and decomposition of economic efficiency; 7. Incorporating exogenous influences on efficiency; 8. The estimation of efficiency change and productivity change.

Adonis Yatchew

Semiparametric Regression for the Applied Econometrician

Publication is planned for July 2003 | Hardback | 240 pages 30 line diagrams 22 tables | ISBN: 0-521-81283-6
Publication is planned for July 2003 | Paperback| 240 pages 30 line diagrams 22 tables | ISBN: 0-521-01226-0

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.

Contents

1. Introduction to differencing; 2. Background and overview; 3. Introduction to smoothing; 4. Higher order differencing procedures; 5. Nonparametric functions of several variables; 6. Constrained estimation and hypothesis testing; 7. Index models and other semiparametric specifications; 8. Bootstrap procedures; References; Appendices.

Garth Dales, Pietro Aiena, Jorg Eschmeier, Kjeld Laursen, George Willis

Introduction to Banach Algebras, Operators and Harmonic Analysis

London Mathematical Society Student Texts,vol.57

Publication is planned for September 2003 | Hardback | 250 pages | ISBN: 0-521-82893-7
Publication is planned for September 2003 | Paperback| 250 pages | ISBN: 0-521-53584-0

This work has arisen from lecture courses given by the authors on important topics within functional analysis. The authors, who are all leading researchers, give introductions to their subjects at a level ideal for beginning graduate students, and others interested in the subject. The collection has been carefully edited so as to form a coherent and accessible introduction to current research topics. The first chapter by Professor Dales introduces the general theory of Banach algebras, which serves as a background to the remaining material. Dr Willis then studies a centrally important Banach algebra, the group algebra of a locally compact group. The remaining chapters are devoted to Banach algebras of operators on Banach spaces: Professor Eschmeier gives all the background for the exciting topic of invariant subspaces of operators, and discusses some key open problems; Dr Laursen and Professor Aiena discuss local spectral theory for operators, leading into Fredholm theory.

Contents

1. Banach algebras; 2. Harmonic analysis and amenability; 3. Invariant subspaces; 4. Local spectral theory; 5. Single-valued extension property and Fredholm theory.

Bryant, Robert, Phillip Griffith, and Daniel Grossman

Exterior Differential Systems and Euler-Lagrange Partial Differential Equations.

Series: Chicago Lectures in Mathematics Series

Cloth 0-226-07793-4 Spring 2003 Available 06/03. 216 p.
Paper 0-226-07794-2 Spring 2003 Available 06/03. 216 p.

In Exterior Differential Systems, the authors present the results of their ongoing development of a theory of the geometry of differential equations, focusing especially on Lagrangians and Poincare-Cartan forms. They also cover certain aspects of the theory of exterior differential systems, which provides the language and techniques for the entire study. Because it plays a central role in uncovering geometric properties of differential equations, the method of equivalence is particularly emphasized. In addition, the authors discuss conformally invariant systems at length, including results on the classification and application of symmetries and conservation laws. The book also covers the Second Variation, Euler-Lagrange PDE systems, and higher-order conservation laws.

This timely synthesis of partial differential equations and differential geometry will be of fundamental importance to both students and experienced researchers working in geometric analysis--a subject that has been central in mathematics worldwide for the last thirty years.

Edited by Peter Diggle , Department of Mathematics and Statistics, Lancaster University, UK

Statistical Analysis of Spatial Point Patterns, 2nd Edition

Description:

""This new edition of a classic monograph that was first published by Academic Press in 1983 was the first book to describe those statistical methods that are used to analyse spatial data. Now part of the world-reknowned Kendall's Library of Statistics, this edition has been brought entirely up-to-date.
Over the last 15 years analysis of spatial data has grown to become a large area of concern, in partiucluar as environmental and epidemiological research have grown. Peter Diggle is reknowned as one of the world experts in spatial data analysis and he has expanded the scope of the book to include his current research areas.""
Key Features:

* Substantially updated version of a very popular book
* Will have data sets on the Web
* New chapter on spatial epidemiology