Narrow search
Showing 1 - 10 of 3,065
Cover Image
Efficiency in Vietnamese banking : a meta-regression analysis approach
Ho, Tin H.; Nguyen, Dat T.; Ngo Thanh; Le, Tu D. Q. - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-15
This study explains the differences and variances in the efficiency scores of the Vietnamese banking sector retrieved … mainly based on frontier efficiency measurements, which essentially are Data Envelopment Analysis (DEA) and Stochastic … efficiency, whilst the opposite is true for the data type, and sample size. …
Persistent link: https://www.econbiz.de/10012607555
Cover Image
Monte Carlo experiments on bootstrap DEA
Tziogkidis, Panagiotis - 2012
Since the introduction of bootstrap DEA there is a growing literature on applications which use this method, mainly for hypothesis testing. It is therefore important to establish the consistency and evaluate the performance of bootstrap DEA. The few Monte Carlo experiments in the literature...
Persistent link: https://www.econbiz.de/10009583702
Cover Image
Bootstrap DEA and hypothesis testing
Tziogkidis, Panagiotis - 2012
Bootstrapping non-parametric models is a fairly complicated exercise which is associated with implicit assumptions or requirements that are not always obvious to the non-expert user. Bootstrap DEA is a significant development of the past decade; however, some of its assumptions and properties are...
Persistent link: https://www.econbiz.de/10009583705
Cover Image
Estimation of Stochastic Frontier Panel Data Models with Spatial Inefficiency
Belotti, Federico - 2019
This paper proposes a stochastic frontier panel data model in which unit-specific inefficiencies are spatially correlated. In particular, this model has simultaneously three important features: i) the total inefficiency of a productive unit depends on its own inefficiency and on the inefficiency...
Persistent link: https://www.econbiz.de/10012869435
Cover Image
Which estimator to measure local governments' cost efficiency? : the case of Spanish municipalities
Narbón-Perpiñá, Isabel; Balaguer-Coll, Maria Teresa; … - In: SERIEs : Journal of the Spanish Economic Association 11 (2020) 1, pp. 51-82
We analyse overall cost efficiency in Spanish local governments during the crisis period (2008-2015). To this end, we … first consider some of the most popular nonparametric methods to evaluate local government efficiency, data envelopment … most appropriate one for our particular context and dataset (local government cost efficiency in Spain), we carry out an …
Persistent link: https://www.econbiz.de/10012240575
Cover Image
Efficiency in banking : a meta-regression analysis
Aielloa, Francesco; Bonannoa, Graziella - In: International review of applied economics 30 (2016) 1, pp. 112-149
Persistent link: https://www.econbiz.de/10011472267
Cover Image
A Monte Carlo study of old and new frontier methods for efficiency measurement
Krüger, Jens - 2010
This study presents the results of an extensive Monte Carlo experiment to compare different methods of efficiency …
Persistent link: https://www.econbiz.de/10010323742
Cover Image
The effects of collective bargaining on firm performance: New evidence based on stochastic production frontiers and multiply imputed German establishment data
Jensen, Uwe; Rässler, Susanne - 2007
German establishments. We include the analysis of firms' efficiency and we model productivity and efficiency simultaneously … nonresponse bias -, the results on the collective bargaining effects on productivity and efficiency change significantly. Finally …
Persistent link: https://www.econbiz.de/10010264653
Cover Image
Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models
Kölling, Arnd; Rässler, Susanne - 2004
This paper illustrates the effects of item-nonresponse in surveys on the results of multivariate statistical analysis when estimation of productivity is the task. To multiply impute the missing data a data augmentation algorithm based on a normal/Wishart model is applied. Data of the German IAB...
Persistent link: https://www.econbiz.de/10010266762
Cover Image
Monte Carlo simulations of DEA efficiency measures and hypothesis tests
Kittelsen, Sverre A. C. - 1999
The statistical properties of the efficiency estimators based on Data Envelopment Analysis (DEA) are largely unknown … proposes asymptotic tests of whether two subsamples have the same efficiency distribution. There are difficulties arising from …
Persistent link: https://www.econbiz.de/10010284399