Showing 1 - 10 of 1,388
The measure proposed in this paper is a new nonparametric data envelopment analysis (DEA) scheme, the hybrid measure …
Persistent link: https://www.econbiz.de/10014042567
electricity generation sector over the past decade in the United States. In this study Data Envelopment Analysis (DEA) is … and three output variables. The sensitivity analysis is conducted for the robustness of DEA by introducing seven new …. DEA results indicate that two-thirds of the wind farms are operated efficiently. On average, 70% of the wind farms have a …
Persistent link: https://www.econbiz.de/10012933169
the data envelopment analysis (DEA) to estimate and compare the relative performance of the 50 SGs in a single measure …
Persistent link: https://www.econbiz.de/10012933965
Persistent link: https://www.econbiz.de/10013343496
This paper presents new evidence regarding the relation between profit, revenue, and cost efficiencies of U.S. commercial banks. Building on the widely used nonstandard profit function (NSPF) approach, we show (i) why estimation of NSPF would be wrong and (ii) how revenue and cost efficiencies...
Persistent link: https://www.econbiz.de/10013059150
prior studies indicating a relatively low correlation. However, SFA and DEA produce very different and uncorrelated results …, though DEA generates overall lower efficiencies, as expected. Thus, the findings suggest that methodology cross … US. However, DEA suggests an increasing trend in average efficiencies, as this parameter is not time-adjusted. A more …
Persistent link: https://www.econbiz.de/10012850401
bootstrap DEA method, which absorbs the effects of possible integration barriers in the measurement of efficiency. Afterwards …
Persistent link: https://www.econbiz.de/10012887337
This paper examines prediction of U.S. bank failure with a probit model that uses bias-corrected technical efficiency estimated using bootstrap data envelopment analysis as the measure of management quality. The model is tested on a sample of failed and non-failed banks during the sub-prime...
Persistent link: https://www.econbiz.de/10013407195
The purpose of this paper is to build consistent, integrated datasets to investigate whether various disaggregated data can shed light on the possible sources of the statistical discrepancy. Our strategy is first to use disaggregated data to estimate consistent sets of input-output models that...
Persistent link: https://www.econbiz.de/10010325485
We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions ('market...
Persistent link: https://www.econbiz.de/10010281495