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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: https://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

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