• No results found

Parametric approach: Stochastic Frontier Approach (SFA)

Efficiency of Banks using the Stochastic Frontier Approach: Evidence from India

Efficiency of Banks using the Stochastic Frontier Approach: Evidence from India

... non-parametric approach of the Data Envelopment Analysis (DEA), discussed in a later chapter, has been ...the parametric approach of the Stochastic Frontier Approach ...

66

Determinants of foreign-owned banks efficiency in New Zealand: a stochastic frontier approach

Determinants of foreign-owned banks efficiency in New Zealand: a stochastic frontier approach

... The parametric stochastic frontier approach (SFA) is employed to extend the existing bank efficiency studies that used the non- parametric approach--Data Envelopment Analysis ...

221

Applications of the stochastic frontier approach in Energy Economics

Applications of the stochastic frontier approach in Energy Economics

... semi-parametric stochastic frontier models, the estimation of transient and persistent efficiency, and the estimation of dynamic frontier ...between frontier models and ...

8

EFFICIENCY OF VEGETABLE PRODUCTION IN ALBANIA: A STOCHASTIC FRONTIER APPROACH

EFFICIENCY OF VEGETABLE PRODUCTION IN ALBANIA: A STOCHASTIC FRONTIER APPROACH

... aggregate approach; to evaluate efficiency of vegetable production we use aggregate (regional level) ...(Stochastic Frontier Analysis), which is a parametric and econometric ...

18

A stochastic frontier approach to measuring regional technical efficiency in China

A stochastic frontier approach to measuring regional technical efficiency in China

... the frontier indicates that the economy agents wasted some of available resources in ...the parametric stochastic frontier approach ...the parametric SFA which allows for ...

24

Measuring efficiency and frontier shift in Portuguese hospital industry:  a non-parametric approach

Measuring efficiency and frontier shift in Portuguese hospital industry: a non-parametric approach

... distribution with mean 0 and variance equal to 1, which comprises the set of explanatory variables not explicitly present in the model. In its more traditional representation, the error term must meet a set of ...

20

Parametric farm performance and efficiency methodology: Stochastic Frontier Analysis

Parametric farm performance and efficiency methodology: Stochastic Frontier Analysis

... decoupling. Using an additive SFA approach as opposed to the Stochastic Frontier Production Func- tion used in Serra et al. [2006], they have shown that since technical ineffi ciencies are positively ...

10

Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach

Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach

... Jana ŠULGANOVÁ, Dexia banka, Slovensko ii Abstract This paper aims to estimate efficiency of the Slovak commercial banks in the period 2001–2005. The paper uses data obtained from annual reports of 13 Slovak banking ...

9

The Efficiency of German Public Theaters: A Stochastic Frontier Analysis Approach

The Efficiency of German Public Theaters: A Stochastic Frontier Analysis Approach

... the parametric stochastic frontier analysis approach to evaluate the efficiency of public theaters in ...function approach and, in particular, to test their assumption of ...

27

Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach

Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach

... Jana ŠULGANOVÁ, Dexia banka, Slovensko ii Abstract This paper aims to estimate efficiency of the Slovak commercial banks in the period 2001–2005. The paper uses data obtained from annual reports of 13 Slovak banking ...

9

Zero-inefficiency stochastic frontier models with varying mixing proportion:a semiparametric approach

Zero-inefficiency stochastic frontier models with varying mixing proportion:a semiparametric approach

... semiparametric approach for estimating the zero-inefficiency stochastic frontier model ...both frontier parameters and the nonparametric function of the probability of firms being ...for ...

35

US residential energy demand and energy efficiency: A stochastic demand frontier approach

US residential energy demand and energy efficiency: A stochastic demand frontier approach

... and Frontier Analysis ...decomposition approach that attempts to separate the difference factors that affect energy efficiency from non-efficiency ...a parametric, as well as a non- ...

25

Robust stochastic dominance: A semi-parametric approach

Robust stochastic dominance: A semi-parametric approach

... semi-parametric approach in that the upper tail of the distribution is robustly fitted using the Pareto model and a semi-parametric Lorenz curve is then built which combines non-parametric ...

17

Energy efficiency in transition economies:A stochastic frontier approach

Energy efficiency in transition economies:A stochastic frontier approach

... the approach of Filippini and Hunt (2011). The approach conceptualizes a measure of energy efficiency by estimating a stochastic cost frontier model which tackles the fragilities of energy ...

33

Estimating the Materials Balance Condition: A Stochastic Frontier Approach

Estimating the Materials Balance Condition: A Stochastic Frontier Approach

... the stochastic materials balance condition In the literature on stochastic frontier models with composed error terms various econometric methods to estimate the models have been ...the ...

23

Productivity of Nations: a stochastic frontier approach to TFP decomposition

Productivity of Nations: a stochastic frontier approach to TFP decomposition

... a frontier was not estimated for each country and therefore it is not a matter of saying that this or that coun- try had “inward” shifts to their ...the frontier (and on the forefront of technical progress) ...

33

Productivity of Nations: a Stochastic Frontier Approach to Tfp Decomposition

Productivity of Nations: a Stochastic Frontier Approach to Tfp Decomposition

... a frontier was not estimated for each country and therefore it is not a matter of saying that this or that country had “inward” shifts to their ...the frontier (and on the forefront of technical progress) ...

40

Stationary Points for Parametric Stochastic Frontier Models

Stationary Points for Parametric Stochastic Frontier Models

... Without parametric assumptions on the error components, we show that a stationary point may exist under very weak ...specific parametric forms for the error ...

41

Forecasting Bank Failure: A Non-Parametric Frontier Estimation Approach

Forecasting Bank Failure: A Non-Parametric Frontier Estimation Approach

... non-parametric frontier estimation methodology initiated by Charnes, Cooper, and Rhodes (1978), constructs an empirical production function 1 which is used to compute a bank’s transformational efficiency, ...

8

Technical Efficiency of Microfinance Institutions in India  A Stochastic Frontier Approach

Technical Efficiency of Microfinance Institutions in India A Stochastic Frontier Approach

... Table 2 also reports the coefficients of the inefficiency effects model and their respective standard errors and t-values. Parameters of inefficiency effect model are more important from the point of view of the ...

21

Show all 10000 documents...

Related subjects