A dynamic stochastic frontier model with threshold effects: U.S. bank size and efficiency
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Productivity Analysis"
DOI: 10.1007/s11123-019-00565-6
Abstract: Common/Single frontier methodologies that are used to analyze bank efficiency and performance can be misleading because of the homogeneous technology assumption. Using the U.S. banking data over 1984-2010, our dynamic methodology identifies a few data-driven… read more here.
Keywords: model; size; dynamic stochastic; efficiency ... See more keywords
A distribution-free stochastic frontier model with endogenous regressors
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DOI: 10.1016/j.econlet.2017.12.026
Abstract: Abstract We provide a guideline for estimating a distribution-free panel data stochastic frontier model in the presence of endogenous variables. In particular, we consider variations of the within estimator of Cornwell et al. (1990) to allow… read more here.
Keywords: endogenous regressors; distribution free; frontier model; stochastic frontier ... See more keywords
Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: A semiparametric approach
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DOI: 10.1016/j.econlet.2018.02.015
Abstract: Abstract In this paper we propose a zero-inefficiency stochastic frontier model with a simple semiparametric approach using panel data. We model the frontier with a smooth coefficient function and specify a nonzero conditional probability for… read more here.
Keywords: model; semiparametric approach; stochastic frontier; smooth coefficient ... See more keywords
Parameter estimation of the spatial panel stochastic frontier model with random effects
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DOI: 10.1080/13504851.2019.1613491
Abstract: ABSTRACT This study has two objectives. First, it aims to construct a spatial panel stochastic frontier model with random effects based on the Cliff and Ord-type spatial panel model. Second, it proposes a parameter estimation… read more here.
Keywords: panel stochastic; model; stochastic frontier; spatial panel ... See more keywords