教師資料查詢 | 類別: 期刊論文 | 教師: 高棟梁 KAO TONG-LIANG (瀏覽個人網頁)

標題:Joint Estimation of Technical Efficiency and Productiong Risk for Multi-Output Banks under a Panel Data Cost Frontier Model
學年94
學期2
出版(發表)日期2006/07/01
作品名稱Joint Estimation of Technical Efficiency and Productiong Risk for Multi-Output Banks under a Panel Data Cost Frontier Model
作品名稱(其他語言)
著者高棟梁; Kao, Tong-Liang; 黃台心; Huang Tai-Hsin
單位淡江大學保險學系
出版者
著錄名稱、卷期、頁數Journal of Procuctivity Analysis 26, pp.87-102
摘要This article generalizes production risk from a single output production function to a multiple output cost frontier, which is able to examine input-oriented 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-effect estimates, implying that the more risk-averse a bank is, the more technically efficient it will be.
關鍵字Production risk;Technical efficiency;Confidence intervals
語言英文(美國)
ISSN0895-562X;1573-0441
期刊性質國外
收錄於
產學合作
通訊作者
審稿制度
國別美國
公開徵稿
出版型式,電子版,紙本
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