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An application of the two-stage, semi-parametric approach with double bootstrap to analyze technical efficiency of Critical Access Hospitals
Nedelea, I. Cristian; Fannin, James Matthew - 2011
This study examines technical efficiency of Critical Access Hospitals (CAH) using a two-stage approach and bootstrap … second stage, efficiency scores are regressed on environmental variables using a truncated regression with bootstrap …. Alternatively, a double bootstrap procedure is used, where bias-corrected DEA efficiency scores, obtained by means of bootstrap in …
Persistent link: https://www.econbiz.de/10009446354
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Estimation of regulatory credit risk models
Pérez Montes, Carlos - 2013
Incluye bibliografía ; This article estimates a general credit risk model with both macroeconomic and latent credit factors for Spanish banks during the period 2004-2010. The proposed framework allows to estimate with bank level data both the standard credit risk model of Basel II and...
Persistent link: https://www.econbiz.de/10012530413