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Cost and profit efficiency of french commercial banks
Béjaoui Rouissi, Raoudha - Volkswirtschaftliche Fakultät, … - 2011
The purpose is to investigate the efficiency levels of commercial domestic versus foreign banks in France by comparing … cost efficiency of domestic and foreign banks operating in France using unbalanced sample, including 62 domestic and 40 … foreign banks over the period 2000-2007. We show that foreign banks exhibit higher cost and profit efficiency than domestic …
Persistent link: https://www.econbiz.de/10009353544
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Estimates of the long-run growth rate of Singapore with a CES production function
Rao, B. Bhaskara; Shankar, Sriram - Volkswirtschaftliche Fakultät, … - 2011
This paper estimates with the Bayesian methods a CES production function for Singapore for 1960-2009. It is found that the elasticity of substitution is 0.6, technical progress is labour augmenting and the steady state growth rate of Singapore is about 1.8%.
Persistent link: https://www.econbiz.de/10009147585
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Non-Gaussian dynamic Bayesian modelling for panel data
Juarez, Miguel A.; Steel, Mark F. J. - Volkswirtschaftliche Fakultät, … - 2006
A first order autoregressive non-Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus allowing for outliers and asymmetries. The modelling approach is to gain sufficient flexibility, without sacrificing...
Persistent link: https://www.econbiz.de/10005835719
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Simulation Based Inference for Dynamic Multinomial Choice Models
Geweke, John; Houser, Dan; Keane, Michael - Volkswirtschaftliche Fakultät, … - 1999
Our goal in this chapter is to explain concretely how to implement simulation methods in a very general class of models that are extremely useful in applied work: dynamic discrete choice models where one has available a panel of multinomial choice histories and partially observed payoffs....
Persistent link: https://www.econbiz.de/10011260171
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Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis
Salois, Matthew; Tiffin, Richard; Balcombe, Kelvin - Volkswirtschaftliche Fakultät, … - 2010
The relationship between calorie and nutrient (fat, protein, and carbohydrates) intake as a function of income is explored using data for 171 countries over two time periods 1990-1992 and 2003-2005. Three types of analysis are employed: i) nonparametric, ii) panel regressions, and iii) quantile...
Persistent link: https://www.econbiz.de/10008615047
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Why inferential statistics are inappropriate for development studies and how the same data can be better used
Ballinger, Clint - Volkswirtschaftliche Fakultät, … - 2011
The purpose of this paper is twofold: 1) to highlight the widely ignored but fundamental problem of ‘superpopulations’ for the use of inferential statistics in development studies. We do not to dwell on this problem however as it has been sufficiently discussed in older papers by...
Persistent link: https://www.econbiz.de/10008923034
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Firm-Heterogeneity, Persistent and Transient Technical Inefficiency
Mike, Tsionas; Subal, Kumbhakar - Volkswirtschaftliche Fakultät, … - 2011
This paper provides a new model that disentangles firm effects from persistent (time-invariant/long-term) and transient (time-varying/short-term) technical inefficiency.
Persistent link: https://www.econbiz.de/10009019710
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Integrating spatial dependence into stochastic frontier analysis
Areal, Francisco J; Balcombe, Kelvin; Tiffin, R - Volkswirtschaftliche Fakultät, … - 2010
An approach to incorporate spatial dependence into Stochastic Frontier analysis is developed and applied to a sample of 215 dairy farms in England and Wales. A number of alternative specifications for the spatial weight matrix are used to analyse the effect of these on the estimation of spatial...
Persistent link: https://www.econbiz.de/10008642662
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Provision of an environmental output within a multi-output distance function approach
Areal, Francisco J; Tiffin, Richard; Balcombe, Kelvin - Volkswirtschaftliche Fakultät, … - 2010
This paper redefines technical efficiency by incorporating provision of environmental goods as one of the outputs of … the provision of environmental goods. The multi-output distance function approach is used to estimate technical efficiency …. A Bayesian procedure involving the use of a Gibbs sampler is used to estimate the farm specific efficiency as well as …
Persistent link: https://www.econbiz.de/10008642691
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Robust linear static panel data models using epsilon-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - Volkswirtschaftliche Fakultät, … - 2014
The paper develops a general Bayesian framework for robust linear static panel data models using epsilon-contamination. A two-step approach is employed to derive the conditional type II maximum likelihood (ML-II) posterior distribution of the coefficients and individual effects. The ML-II...
Persistent link: https://www.econbiz.de/10011113489