Estimation of Bank''s Long-run Efficiency Using a Dynamic Frontier Approach
碩士 === 淡江大學 === 經濟學系應用經濟學碩士班 === 92 === This thesis estimates a dynamic stochastic frontier model in which firm specific technical inefficiency levels are assumed to follow an autoregressive process. The generalized method of moments (GMM) method is applied to estimate a dynamic fixed-effect panel d...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10881730347792120317 |