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Productivity growth decomposition using a spatial autoregressive frontier model

✍ Scribed by Glass, Anthony; Kenjegalieva, Karligash; Paez-Farrell, Juan


Book ID
120209279
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
646 KB
Volume
119
Category
Article
ISSN
0165-1765

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A new simple method using singular-value decomposition (SVD) to find the optimal order for an autoregressive (AR) model of a deterministic time series is proposed. The method is particularly effective when the signal is contaminated with additive noise, and it is shown that the choice of sampling ra