Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Pavlos Almanidis"'
Publikováno v:
Journal of Productivity Analysis. 52:69-84
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 dat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13e1c18d3f85af2594264b9a878b9817
https://doi.org/10.1007/s11123-019-00565-6
https://doi.org/10.1007/s11123-019-00565-6
Publikováno v:
Empirical Economics. 48:169-191
This paper modifies the Cornwell, Schmidt and Sickles [CSS (J Econom 46:185–200, 1990)] time-varying specification of technical efficiency to allow for switching patterns in temporal changes, which may occur more than once during the sample period.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dca19b95931177c3e664cdc2db828021
https://doi.org/10.1007/s00181-014-0890-y
https://doi.org/10.1007/s00181-014-0890-y
Autor:
Pavlos Almanidis, Robin C. Sickles
Publikováno v:
International Series in Operations Research & Management Science ISBN: 9783319484594
This paper proposes a general model that combines the Mixture Hazard Model with the Stochastic Frontier Model for the purposes of investigating the main determinants of the failures and performances of a panel of U.S. commercial banks during the fina
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4df1ab4c84795efc138a6aece1febd6d
https://doi.org/10.1007/978-3-319-48461-7_14
https://doi.org/10.1007/978-3-319-48461-7_14
Publikováno v:
Festschrift in Honor of Peter Schmidt ISBN: 9781489980076
This paper introduces a new model of the stochastic production frontier that incorporates an unobservable bound for inefficiency, which is naturally instituted by market competition forces. We consider doubly truncated normal, truncated half-normal,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9e2f602cb090b8761b9e0071b28b273
https://doi.org/10.1007/978-1-4899-8008-3_3
https://doi.org/10.1007/978-1-4899-8008-3_3
Autor:
Robin C. Sickles, Pavlos Almanidis
Publikováno v:
Exploring Research Frontiers in Contemporary Statistics and Econometrics ISBN: 9783790823486
Skewness plays an important role in the stochastic frontier model. Since the model was introduced by Aigner et al. (J. Econometric 6:21–37, 1977), Meeusen and van den Broeck (Int. Econ. Rev. 18:435–444, 1997), and Battese and Cora (Aust. J. Agr.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::97927567fa6c45c62c460e1cb78d2885
https://doi.org/10.1007/978-3-7908-2349-3_10
https://doi.org/10.1007/978-3-7908-2349-3_10