A Monte Carlo Study on the Finite Sample Properties of the Gibbs Sampling Method for a Stochastic Frontier Model
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DOI: 10.1023/A:1007895912705
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- Patricia Tecles & Benjamin M. Tabak, 2010. "Determinants of Bank Efficiency: the Case of Brazil," Working Papers Series 210, Central Bank of Brazil, Research Department.
- James M. Sfiridis & Kenneth N. Daniels, 2004. "The Relative Cost Efficiency of Stock versus Mutual Thrifts: A Bayesian Approach," The Financial Review, Eastern Finance Association, vol. 39(1), pages 153-179, February.
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Keywords
stochastic frontier; Gibbs sampler; Monte Carlo study;All these keywords.
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