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Efficiency measurement using a latent class stochastic frontier model

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Author Info
Luis Orea ()
Subal C. Kumbhakar ()

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Abstract

Efficiency estimation in stochastic frontier models typically assumes that the underlying production technology is the same for all firms. There might, however, be unobserved differences in technologies that might be inappropriately labeled as inefficiency if such variations in technology are not taken into account. We address this issue by estimating a latent class stochastic frontier model in a panel data framework. An application of the model is presented using Spanish banking data. Our results show that bank-heterogeneity can be fully controlled when a model with four classes is estimated. Copyright Springer-Verlag 2004

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File URL: http://hdl.handle.net/10.1007/s00181-003-0184-2
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Publisher Info
Article provided by Springer in its journal Empirical Economics.

Volume (Year): 29 (2004)
Issue (Month): 1 (January)
Pages: 169-183
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Handle: RePEc:spr:empeco:v:29:y:2004:i:1:p:169-183

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Related research
Keywords: Stochastic cost frontier; latent class model; panel data; banks; C24; C81; D24;

Cited by:
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  1. Ronald G. Felthovan & William C. Horrace & Kurt E. Schnier, 2006. "Estimating Heterogeneous Capacity and Capacity Utilization in a Multi-Species Fishery," Center for Policy Research Working Papers 86, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    Other versions:
  2. Subal Kumbhakar & Efthymios Tsionas, . "Does Deregulation Change Economic Behavior of Firms?," Working Papers 0303, University of Crete, Department of Economics. [Downloadable!]
  3. Mª Jesús Delgado Rodríguez & Inmaculada Alvarez Ayuso, 2004. "Capital público y eficiencia productiva: evidencia para la UE-15," Hacienda Pública Española, IEF, vol. 168(1), pages 27-46, marzo. [Downloadable!]
  4. William Greene, 2003. "Distinguishing Between Heterogeneity and Inefficiency: Stochastic Frontier Analysis of the World Health Organization’s Panel Data on National Health Care Systems," Working Papers 03-10, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    Other versions:
  5. Christopher O’Donnell & D. Rao & George Battese, 2008. "Metafrontier frameworks for the study of firm-level efficiencies and technology ratios," Empirical Economics, Springer, vol. 34(2), pages 231-255, March. [Downloadable!] (restricted)
  6. Geraint Johnes & T Agasisti, 2009. "Cost Structure, Efficiency and Heterogeneity in US Higher Education: An Empirical Analysis," Working Papers 005930, Lancaster University Management School, Economics Department. [Downloadable!]
  7. Carlos Pestana Barros & Jean-Pascal Guironnet & Nicolas Peypoch & William Roy, 2008. "Heterogeneity in Technical Efficiency of the French Urban Transport: 1995 to 2002," Working Papers 2008/17, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  8. Carlos Pestana Barros & Echika Lemechi Obijiaku, 2007. "Technical Efficiency of Nigerian Insurance Companies," Working Papers 2007/18, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  9. David Becher & George Deltas & George Pinteris, 2006. "Reconsidering the degree of inefficiency of financial institutions," Proceedings, Federal Reserve Bank of Chicago, pages 223-240. [Downloadable!]
  10. Subal Kumbhakar & Efthymios Tsionas & Timo Sipiläinen, 2009. "Joint estimation of technology choice and technical efficiency: an application to organic and conventional dairy farming," Journal of Productivity Analysis, Springer, vol. 31(3), pages 151-161, June. [Downloadable!] (restricted)
  11. Felthoven, Ronald G. & Horrace, William C. & Schnier, Kurt E., 2006. "Estimating Heterogeneous Primal Capacity and Capacity Utilization Measures in a Multi-Species Fishery," 2006 Annual meeting, July 23-26, Long Beach, CA 21276, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  12. Koetter, Michael & Poghosyan, Tigran, 2008. "The implications of latent technology regimes for competition and efficiency in banking," Discussion Paper Series 2: Banking and Financial Studies 2008,15, Deutsche Bundesbank, Research Centre. [Downloadable!]
  13. Hailu, Getu & Goddard, Ellen & Jeffrey, Scott, 2005. "Measuring Efficiency in Fruit and Vegetable Marketing Co-operatives with Heterogeneous Technologies in Canada," 2005 Annual meeting, July 24-27, Providence, RI 19507, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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