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An entropy approach to size and variance heterogeneity in U.S. commercial banks

  • Lakshmi Balasubramanyan

    ()

  • Spiro Stefanou
  • Jeffrey Stokes

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s12197-010-9148-5
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Article provided by Springer in its journal Journal of Economics and Finance.

Volume (Year): 36 (2012)
Issue (Month): 3 (July)
Pages: 728-749

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Handle: RePEc:spr:jecfin:v:36:y:2012:i:3:p:728-749
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  1. Allen N. Berger & Robert DeYoung, 1997. "Problem loans and cost efficiency in commercial banks," Finance and Economics Discussion Series 1997-8, Board of Governors of the Federal Reserve System (U.S.).
  2. Caudill, Steven B & Ford, Jon M & Gropper, Daniel M, 1995. "Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 105-11, January.
  3. Wang, Hung-Jen, 2002. "Heteroscedasticity and non-monotonic efficiency effects of a stochastic frontier model," MPRA Paper 31076, University Library of Munich, Germany.
  4. Ferrier, Gary D. & Lovell, C. A. Knox, 1990. "Measuring cost efficiency in banking : Econometric and linear programming evidence," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 229-245.
  5. Mester, Loretta J, 1987. " A Multiproduct Cost Study of Savings and Loans," Journal of Finance, American Finance Association, vol. 42(2), pages 423-45, June.
  6. Mester, Loretta J., 1997. "Measuring efficiency at U.S. banks: Accounting for heterogeneity is important," European Journal of Operational Research, Elsevier, vol. 98(2), pages 230-242, April.
  7. Subhash Ray, 2007. "Are some Indian banks too large? An examination of size efficiency in Indian banking," Journal of Productivity Analysis, Springer, vol. 27(1), pages 41-56, February.
  8. P.A.V.B. Swamy & George Tavlas & Thomas Lutton, 2003. "An Analysis of Differences in Earnings Between Small and Large Commercial Banks," Journal of Productivity Analysis, Springer, vol. 20(1), pages 97-114, July.
  9. Douglas Miller, 2007. "An Information Theoretic Approach to Flexible Stochastic Frontier Models," Working Papers 0717, Department of Economics, University of Missouri.
  10. Allen N. Berger & Loretta J. Mester, 1997. "Inside the black box: what explains differences in the efficiencies of financial institutions?," Working Papers 97-1, Federal Reserve Bank of Philadelphia.
  11. Murray, John D & White, Robert W, 1983. " Economies of Scale and Economies of Scope in Multiproduct Financial Institutions: A Study of British Columbia Credit Unions," Journal of Finance, American Finance Association, vol. 38(3), pages 887-902, June.
  12. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
  13. Santiago Carbó Valverde & David Humphrey & Rafael López del Paso, 2007. "Opening the black box: Finding the source of cost inefficiency," Journal of Productivity Analysis, Springer, vol. 27(3), pages 209-220, June.
  14. Sengupta, Jati K., 1992. "The maximum entropy approach in production frontier estimation," Mathematical Social Sciences, Elsevier, vol. 25(1), pages 41-57, December.
  15. Alfons Lansink & Elvira Silva & Spiro Stefanou, 2001. "Inter-Firm and Intra-Firm Efficiency Measures," Journal of Productivity Analysis, Springer, vol. 15(3), pages 185-199, May.
  16. Andrew M. Yuengert, 1993. "The measurement of efficiency in life insurance estimates of a mixed normal-gamma error model," Research Paper 9308, Federal Reserve Bank of New York.
  17. Yuengert, Andrew M., 1993. "The measurement of efficiency in life insurance: Estimates of a mixed normal-gamma error model," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 483-496, April.
  18. Kenneth Spong & Richard J. Sullivan & Robert DeYoung, 1995. "What makes a bank efficient? : a look at financial characteristics and management and ownership structure," Financial Industry Perspectives, Federal Reserve Bank of Kansas City, issue Dec, pages 1-19.
  19. John H. Boyd & Gianni De Nicolã, 2005. "The Theory of Bank Risk Taking and Competition Revisited," Journal of Finance, American Finance Association, vol. 60(3), pages 1329-1343, 06.
  20. Douglas J. Miller, 2002. "Entropy-Based Methods of Modeling Stochastic Production Efficiency," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(5), pages 1264-1270.
  21. Reifschneider, David & Stevenson, Rodney, 1991. "Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(3), pages 715-23, August.
  22. Caudill, Steven B. & Ford, Jon M., 1993. "Biases in frontier estimation due to heteroscedasticity," Economics Letters, Elsevier, vol. 41(1), pages 17-20.
  23. Panzar, John C & Willig, Robert D, 1977. "Economies of Scale in Multi-Output Production," The Quarterly Journal of Economics, MIT Press, vol. 91(3), pages 481-93, August.
  24. Andrew Street, 2003. "How much confidence should we place in efficiency estimates?," Health Economics, John Wiley & Sons, Ltd., vol. 12(11), pages 895-907.
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