Inefficiency and Bank Failures: A Joint Bayesian Estimationof a Stochastic Frontier Model and a Hazards Model
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- Jim Sánchez & Diego Restrepo & Andres Ramírez, 2018. "Inefficiency and Bank Failures: A Joint Bayesian Esti-mationof a Stochastic Frontier Model and a Hazards Model," Documentos de Trabajo de Valor Público 16977, Universidad EAFIT.
References listed on IDEAS
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More about this item
Keywords
Technical Inefficiency; Proportional Hazards Model; Bank Failures;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-10-22 (Banking)
- NEP-ECM-2018-10-22 (Econometrics)
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