IDEAS home Printed from https://ideas.repec.org/r/eee/ejores/v200y2010i2p568-581.html
   My bibliography  Save this item

Quantile regression for robust bank efficiency score estimation

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Bernstein, David H. & Parmeter, Christopher F. & Tsionas, Mike G., 2023. "On the performance of the United States nuclear power sector: A Bayesian approach," Energy Economics, Elsevier, vol. 125(C).
  2. Francesco Aiello & Graziella Bonanno, 2018. "On The Sources Of Heterogeneity In Banking Efficiency Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 32(1), pages 194-225, February.
  3. Mototsugu Fukushige & Yingxin Shi, 2022. "Quantile regression approach for measuring production inefficiency with empirical application to the primary production sector for the Xinjiang Production and Construction Corps in China," Asia-Pacific Journal of Regional Science, Springer, vol. 6(2), pages 777-805, June.
  4. Atwood, Joseph & Shaik, Saleem, 2020. "Theory and statistical properties of Quantile Data Envelopment Analysis," European Journal of Operational Research, Elsevier, vol. 286(2), pages 649-661.
  5. Mohammed, Sadick & Abdulai, Awudu, 2021. "Extension Participation and Improved Technology Adoption: Impact on Efficiency and Welfare of Farmers in Ghana," 2021 Conference, August 17-31, 2021, Virtual 315362, International Association of Agricultural Economists.
  6. Per J. Agrell & Mehdi Farsi & Massimo Filippini & Martin Koller, 2013. "Unobserved heterogeneous effects in the cost efficiency analysis of electricity distribution systems," Working Papers 0038, Swiss Economics.
  7. Vaneet Bhatia & Sankarshan Basu & Subrata Kumar Mitra & Pradyumna Dash, 2018. "A review of bank efficiency and productivity," OPSEARCH, Springer;Operational Research Society of India, vol. 55(3), pages 557-600, November.
  8. Tsionas, Mike G., 2020. "Quantile Stochastic Frontiers," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1177-1184.
  9. Tsionas, Mike G. & Assaf, A. George & Andrikopoulos, Athanasios, 2020. "Quantile stochastic frontier models with endogeneity," Economics Letters, Elsevier, vol. 188(C).
  10. Wang, Yongqiao & Wang, Shouyang & Dang, Chuangyin & Ge, Wenxiu, 2014. "Nonparametric quantile frontier estimation under shape restriction," European Journal of Operational Research, Elsevier, vol. 232(3), pages 671-678.
  11. Doumpos, Michalis & Zopounidis, Constantin & Gounopoulos, Dimitrios & Platanakis, Emmanouil & Zhang, Wenke, 2023. "Operational research and artificial intelligence methods in banking," European Journal of Operational Research, Elsevier, vol. 306(1), pages 1-16.
  12. Darya Dancaková & Jozef Glova & Alena Andrejovská, 2021. "The Robust Efficiency Estimation in Lower Secondary Education: Cross-Country Evidence," Mathematics, MDPI, vol. 9(24), pages 1-15, December.
  13. Juan Cabas Monje & Bouali Guesmi & Amer Ait Sidhoum & José María Gil, 2023. "Measuring technical efficiency of Spanish pig farming: Quantile stochastic frontier approach," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 67(4), pages 688-703, October.
  14. Partovi, Elmira & Matousek, Roman, 2019. "Bank efficiency and non-performing loans: Evidence from Turkey," Research in International Business and Finance, Elsevier, vol. 48(C), pages 287-309.
  15. Zhiyong Li & Chen Feng & Ying Tang, 2022. "Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis," Annals of Operations Research, Springer, vol. 315(1), pages 279-315, August.
  16. Woon Leong Lin & Chin Lee & Siong Hook Law, 2021. "Asymmetric effects of corporate sustainability strategy on value creation among global automotive firms: A dynamic panel quantile regression approach," Business Strategy and the Environment, Wiley Blackwell, vol. 30(2), pages 931-954, February.
  17. Woon Leong Lin, 2021. "Giving too much and paying too little? The effect of corporate social responsibility on corporate lobbying efficacy: Evidence of tax aggressiveness," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(2), pages 908-924, March.
  18. Ibrahima Barry & Damien Rousselière, 2022. "Do quality incentive payments improve cooperative performance? The case of small French agricultural cooperatives," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(3), pages 938-948, September.
  19. Galina Besstremyannaya, 2014. "The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables," Working Papers w0206, New Economic School (NES).
  20. Darku, Alexander B. & Malla, Stavroula, 2010. "Agricultural Productivity Growth in Canada: Concepts and Evidences," CAIRN Policy Briefs 273055, Canadian Agricultural Innovation and Regulation Network (CAIRN).
  21. Francesco Aiello & Graziella Bonanno, 2016. "Efficiency in banking: a meta-regression analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(1), pages 112-149, January.
  22. Anastasia I. Koutsomanoli‐Filippaki & Emmanuel C. Mamatzakis, 2011. "Efficiency under quantile regression: What is the relationship with risk in the EU banking industry?," Review of Financial Economics, John Wiley & Sons, vol. 20(2), pages 84-95, May.
  23. Zangin Zeebari & Kristofer Månsson & Pär Sjölander & Magnus Söderberg, 2023. "Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market," Journal of Productivity Analysis, Springer, vol. 59(1), pages 79-97, February.
  24. Karim, Muhammad Mahmudul & Ali, Md Hakim & Yarovaya, Larisa & Uddin, Md Hamid & Hammoudeh, Shawkat, 2023. "Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach," International Review of Financial Analysis, Elsevier, vol. 90(C).
  25. Galina Besstremyannaya, 2014. "The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables," Working Papers w0206, Center for Economic and Financial Research (CEFIR).
  26. Gregory McKee & Albert Kagan, 2018. "Community bank structure an x-efficiency approach," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 19-41, July.
  27. William C. Horrace & Christopher F. Parmeter & Ian A. Wright, 2024. "On asymmetry and quantile estimation of the stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 61(1), pages 19-36, February.
  28. Besstremyannaya, Galina, 2017. "Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 66-89.
  29. Galina Besstremyannaya, 2015. "Heterogeneous effect of residency matching and prospective payment on labor returns and hospital scale economies," Discussion Papers 15-001, Stanford Institute for Economic Policy Research.
  30. Dai, Sheng, 2023. "Variable selection in convex quantile regression: L1-norm or L0-norm regularization?," European Journal of Operational Research, Elsevier, vol. 305(1), pages 338-355.
  31. Hung-pin Lai & Cliff J. Huang & Tsu-Tan Fu, 2020. "Estimation of the production profile and metafrontier technology gap: a quantile approach," Empirical Economics, Springer, vol. 58(6), pages 2709-2731, June.
  32. Tsionas, Mike G., 2017. "Microfoundations for stochastic frontiers," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1165-1170.
  33. Mamatzakis, E & Koutsomanoli-Filippaki, Anastasia & Pasiouras, Fotios, 2012. "A quantile regression approach to bank efficiency measurement," MPRA Paper 51879, University Library of Munich, Germany.
  34. Menegaki, Angeliki N., 2013. "Accounting for unobserved management in renewable energy & growth," Energy, Elsevier, vol. 63(C), pages 345-355.
  35. E. Fusco & R. Benedetti & F. Vidoli, 2023. "Stochastic frontier estimation through parametric modelling of quantile regression coefficients," Empirical Economics, Springer, vol. 64(2), pages 869-896, February.
  36. Stead, Alexander D. & Wheat, Phill & Greene, William H., 2023. "Robust maximum likelihood estimation of stochastic frontier models," European Journal of Operational Research, Elsevier, vol. 309(1), pages 188-201.
  37. Allen, D.E. & Powell, R.J. & Singh, A.K., 2016. "Take it to the limit: Innovative CVaR applications to extreme credit risk measurement," European Journal of Operational Research, Elsevier, vol. 249(2), pages 465-475.
  38. Monje, Juan Cabas & Sidhoum, Amer Ait & Gil, Jose M., 2021. "Investigating Technical Efficiency of Spanish Pig Farming: A Quantile Regression Approach," 2021 Conference, August 17-31, 2021, Virtual 315196, International Association of Agricultural Economists.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.