A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks
| Autor: | Marina V. B. Dias, Benjamin Miranda Tabak, Daniel O. Cajueiro, Thiago Christiano Silva |
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| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
05 social sciences Rank (computer programming) Sample (statistics) 02 engineering and technology Condensed Matter Physics Individual level Frontier 0502 economics and business 0202 electrical engineering electronic engineering information engineering Macro level Econometrics Data envelopment analysis 020201 artificial intelligence & image processing 050207 economics Global efficiency Mathematics |
| Zdroj: | Physica A: Statistical Mechanics and its Applications. 469:216-223 |
| ISSN: | 0378-4371 |
| DOI: | 10.1016/j.physa.2016.11.041 |
| Popis: | This study investigates to which extent results produced by a single frontier model are reliable, based on the application of data envelopment analysis and stochastic frontier approach to a sample of Chinese local banks. Our findings show they produce a consistent trend on global efficiency scores over the years. However, rank correlations indicate they diverge with respect to individual performance diagnoses. Therefore, these models provide steady information on the efficiency of the banking system as a whole, but they become divergent at the individual level. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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