Estimation of Bank Efficiency with Unobserved Common Shocks: An Application of Maximum Simulated Likelihood Estimation for a Panel Stochastic Frontier Model
碩士 === 國立成功大學 === 經濟學系 === 104 === With the financial liberalization and the development of financial innovations, banking has become the perfect highly competitive industry. Banks have developed new financial commodities which incorporate functions that are not limited to simply deposits or loans....
Main Authors: | Yi-HsiuSu, 蘇以岫 |
---|---|
Other Authors: | Chang-Ching Lin |
Format: | Others |
Language: | zh-TW |
Published: |
2016
|
Online Access: | http://ndltd.ncl.edu.tw/handle/m2x847 |
Similar Items
-
Essays on Panel Stochastic Frontier Models with Unobserved Common Shocks
by: Shou-yung Yin, et al.
Published: (2013) -
Maximum likelihood estimation of economic relationships involving unobservable indicators
by: Mehta, K. B. J.
Published: (1979) -
TSLS and LIML Estimators in Panels with Unobserved Shocks
by: Giovanni Forchini, et al.
Published: (2018-04-01) -
Estimating cost efficiency of Turkish commercial banks under unobserved heterogeneity with stochastic frontier models
by: Hakan Gunes, et al.
Published: (2016-12-01) -
Estimation of Stochastic Frontier Models with Fixed Effects through Monte Carlo Maximum Likelihood
by: Grigorios Emvalomatis, et al.
Published: (2011-01-01)