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	Provedor de dados AgEcon (2) Autor Rao, D.S. Prasada (2) Coelli, Tim J. (1) Doran, Howard E. (1) Lissitsa, Alexej (1) Selvanathan, E.A. (1) Palavra-chave C14 (1) Data envelopment analysis (1) Efficiency (1) Generalized inverses (1) Higher education (1) I21 (1) Index number (1) Inflation (1) Q16 (1) Stochastic approach (1) Teaching/Communication/Extension/Profession (1) Time-varying constraints (1) Ukraine (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2005 (1) 2003 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Agricultural Economics Education in Ukrainian Agricultural Universities: An Efficiency Analysis Using Data Envelopment Analysis AgEcon Lissitsa, Alexej; Coelli, Tim J.; Rao, D.S. Prasada. Ukraine's transition from a centrally-planned to a market economy has had a profound effect upon its agricultural sector and agricultural universities. A substantial reduction in state financing has forced universities to adopt a range of survival strategies, with varying degrees of success. In this paper we use data envelopment analysis to examine the technical efficiency of 44 agricultural economics programs from 19 Ukrainian universities during the 2002/03 academic year. Our empirical results indicate wide disparities in performance, ranging from 36% to 100% technical efficiency. A second-stage analysis suggests that factors such as student demand, commercial activities and staff quality help explain a portion of this variation. Tipo: Conference Paper or Presentation Palavras-chave: Higher education; Ukraine; Efficiency; Data envelopment analysis; Teaching/Communication/Extension/Profession; I21; C14; Q16. Ano: 2005 URL: http://purl.umn.edu/24482 Estimation of General and Commodity-Specific Inflation Rates Using Linear Time-Varying Constraints AgEcon Rao, D.S. Prasada; Doran, Howard E.; Selvanathan, E.A.. In this paper, we consider the problem of estimating general and commodity-specific inflation rates by the stochastic approach considered in Clements and Izan (1987) and Selvanathan (1989). In order to achieve identification of commodity-specific rates, a linear constraint usually is imposed, and to make it operational, the constraint is generally imposed at an average over the time periods in the series. This paper uses recently developed methodology for estimation of econometric models with time-varying constraints (O’Donnel, Rambaldi, and Doran) to relax the constraint imposed at average shares and to derive commodity-specific inflation rates. Tipo: Journal Article Palavras-chave: Generalized inverses; Index number; Inflation; Stochastic approach; Time-varying constraints. Ano: 2003 URL: http://purl.umn.edu/43283 Registros recuperados: 2 Primeira ... 1 ... Última

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