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Constructing Confidence Intervals Using the Bootstrap: An Application to a Multi-Product Cost Function

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Author Info
Eakin, B Kelly
McMillen, Daniel P
Buono, Mark J

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Abstract

A multi-product cost function system is estimated for 387 banks in states that allow branch banking. The bootstrap resampling method is used to construct confidence intervals for marginal costs, output-cost elasticities, economies of scale and scope, and Allen elasticities of substitution. Confidence intervals for these measures are usually constructed using a first-order variance approximation under a normality assumption, but such confidence intervals are inexact if the measures are not normally distributed or the variance approximations are imprecise. We find that the bootstrap standard error estimates can differ significantly from the usual estimates. Furthermore, we use the bootstrap to expand the analysis of cost function regularity properties. Copyright 1990 by MIT Press.

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Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 72 (1990)
Issue (Month): 2 (May)
Pages: 339-44
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Handle: RePEc:tpr:restat:v:72:y:1990:i:2:p:339-44

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  1. Mündler, Marc-Andreas & Becker, Sascha O., 2006. "Margins of multinational labor substitution," Discussion Paper Series 1: Economic Studies 2006,24, Deutsche Bundesbank, Research Centre. [Downloadable!]
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  2. Santiago Carbó Valverde & Francisco Rodríguez Fernández, 2005. "Operaciones fuera de balance y economías de escala en el sector bancario español," Investigaciones Economicas, Fundación SEPI, vol. 29(2), pages 389-430, May. [Downloadable!]
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  3. Jean-Marie Dufour & Lynda Khalaf, 2000. "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers 2000s-15, CIRANO. [Downloadable!]
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  4. Featherstone, Allen M. & Kastens, Terry L., 2000. "Non-Parametric And Semi-Parametric Techniques For Modeling And Simulating Correlated, Non-Normal Price And Yield Distributions: Applications To Risk Analysis In Kansas Agriculture," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(02), August. [Downloadable!]
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