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On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - 2016
Persistent link: https://www.econbiz.de/10011548192
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Simar and Wilson two-stage efficiency analysis for Stata
Badunenko, Oleg; Tauchmann, Harald - 2018
When analyzing what determines the efficiency of production, regressing efficiency scores estimated by DEA on …-oriented efficiency. To demonstrate the capabilities of the new command simarwilson we use data from the Penn World Tables and the Global … governance of a country for its efficiency of output production. …
Persistent link: https://www.econbiz.de/10011854094
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A weighted Fama-MacBeth two-step panel regression procedure
Yoon, Ho-Jung; Lee, Kyuseok - In: Applied economics letters 26 (2019) 8, pp. 677-683
Persistent link: https://www.econbiz.de/10012204306
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Local regression distribution estimators
Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei - University of California, San Diego / Department of … - 2021
Persistent link: https://www.econbiz.de/10012887574
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The efficiency of the Scandinavian banking sector : a wavelet quantile regression analysis
Sjölander, Pär; Shukur, Ghazi; Månsson, Kristofer; … - In: Applied economics 47 (2015) 49/51, pp. 5378-5389
Persistent link: https://www.econbiz.de/10011341807
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Loan quality, ownership and efficiency of Indian banks : a bootstrap truncated regression approach
Sathye, Suneeta; Sathye, Milind - In: Indian journal of economics & business : IJEB 14 (2015) 2, pp. 289-306
Persistent link: https://www.econbiz.de/10011349561
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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
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Ownership and performance of microfinance institutions : empirical evidences from India
Khan, Asif; Ahmad, Alam; Shireen, Saba - In: Cogent economics & finance 9 (2021) 1, pp. 1-20
The study examines the efficiency differences across the ownership structure of Indian microfinance institutions (MFIs … analysis (DEA) to assess the bias-corrected efficiency scores. To identify the performance determinants, we use bootstrap … and statistically significant impact on the efficiency level. Although the coefficient of PAR30 (Portfolio at risk, 30 …
Persistent link: https://www.econbiz.de/10013183998
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Do merger policies increase universities' efficiency? : evidence from a fuzzy regression discontinuity design
Agasisti, Tommaso; Egorov, Aleksej; Maximova, Margarita - In: Applied economics 53 (2021) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10012416033
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The determinants of the performance of precious metal mutual funds
Tsolas, Ioannis E. - In: Journal of risk and financial management : JRFM 13 (2020) 11/286, pp. 1-10
The aim of this paper is to assess the efficiency of a set of 62 precious metal mutual funds (PMMFs) and to explain …
Persistent link: https://www.econbiz.de/10012388604