Bootstrapping profit change: an application to Spanish banks

DOI10.1016/j.cor.2010.04.017zbMath1251.91073OpenAlexW2044971144MaRDI QIDQ1761102

Emili Grifell-Tatjé, Emili Tortosa-Ausina, David Conesa, Carmen Armero

Publication date: 15 November 2012

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2010.04.017

zbMATH Keywords

bootstrapproductivitybankingprofits

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Bootstrap, jackknife and other resampling methods (62F40) Linear programming (90C05) Production theory, theory of the firm (91B38)

Related Items (2)

Efficiency evaluation based on data envelopment analysis in the big data context ⋮ Estimating Malmquist productivity indexes using probabilistic directional distances: an application to the European banking sector

Uses Software

• FEAR
• bootstrap
• bootlib

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation and inference in two-stage, semi-parametric models of production processes
• Nonparametric frontier estimation via local linear regression
• Nonparametric efficiency analysis: a multivariate conditional quantile approach
• Estimating and bootstrapping Malmquist indices
• Bootstrap methods: another look at the jackknife
• Efficiency of financial institutions: International survey and directions for future research
• A DEA-based analysis of productivity change and intertemporal managerial performance
• Non-parametric tests of returns to scale
• Nonparametric frontier estimation: A robust approach.
• The utility of returns to scale in DEA programming: An analysis of Michigan rural hospitals
• Sensitivity analysis of efficiency and Malmquist productivity indices: an application to Spanish savings banks
• Functional convergence of quantile-type frontiers with application to parametric approximations
• Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models
• The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity
• A bootstrap approach to analyse productivity growth in European banking

This page was built for publication: Bootstrapping profit change: an application to Spanish banks