English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 93244/123616 (75%)
Visitors : 27795232      Online Users : 519
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 金融學系 > 期刊論文 >  Item 140.119/7501
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/7501

    Title: Joint estimation of technical efficiency and production risk for multi-output banks under a panel data cost frontier model
    Authors: 黃台心;高棟梁
    Huang, Tai-Hsin;Kao,Tong-Liang
    Keywords: Joint estimation of technical efficiency and production risk for multi-output banks under a panel data cost frontier model
    Date: 2006
    Issue Date: 2008-11-14 12:37:42 (UTC+8)
    Abstract: This article generalizes production risk from a single output production function to a multiple output cost frontier, which is able to examine inputoriented technical efficiencies and production risk simultaneously in the context of a panel data. Furthermore, the joint confidence interval estimates for technical efficiencies are constructed by means of multiple comparisons with the best approach. Whether taking production risk into account or not offers quite dissimilar implications in terms of the average technical efficiency measure and the identification of multiple efficient banks achieving the optimal cost frontier. It is suggested that inferences drawn on the basis of the confidence intervals of technical efficiency provide much more fruitful and insightful information than the point estimation alone. Bank specific risk parameters are found to be highly and positively correlated with fixed-effectestimates, implying that the more risk-averse a bank is, the more technically efficient it will be.
    Relation: Journal of Productivity Analysis, 26,87-102
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1007/s11123-006-0007-5
    DOI: 10.1007/s11123-006-0007-5
    Appears in Collections:[金融學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    87102.pdf239KbAdobe PDF1264View/Open

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback