Translog Cost Function Estimation: Banking Efficiency
dc.contributor.author | Daglish, Toby | |
dc.contributor.author | Robertson, Oliver | |
dc.contributor.author | Tripe, David | |
dc.contributor.author | Weill, Laurent | |
dc.date.accessioned | 2015-03-05T20:32:25Z | |
dc.date.accessioned | 2022-07-07T02:22:40Z | |
dc.date.available | 2015 | |
dc.date.available | 2015-03-05T20:32:25Z | |
dc.date.available | 2022-07-07T02:22:40Z | |
dc.date.copyright | 2015 | |
dc.date.issued | 2015 | |
dc.description.abstract | This paper examines the selection of data source and econometric technique for studies of banking efficiency using translog cost functions. We examine the use of Seemingly Unrelated Regression estimation for a cost function, as against estimation using Ordinary Least Squares. Choice of cost data to feed to the estimation is also important, and we find that use of wage and interest data may sometimes be superior to cost data inferred from bank accounting information. Lastly, we discuss filtering of data, where some observations may contain erroneous or noisy data. | en_NZ |
dc.format | en_NZ | |
dc.identifier.uri | https://ir.wgtn.ac.nz/handle/123456789/19256 | |
dc.language.iso | en_NZ | |
dc.publisher | Te Herenga Waka—Victoria University of Wellington | en_NZ |
dc.rights | Permission to publish research outputs of the New Zealand Institute for the Study of Competition and Regulation has been granted to the Victoria University of Wellington Library. Refer to the permission letter in record: https://ir.wgtn.ac.nz/handle/123456789/18870 | en_NZ |
dc.subject | Banking | en_NZ |
dc.subject | Efficiency | en_NZ |
dc.subject | Econometrics | en_NZ |
dc.subject | Cost function | en_NZ |
dc.subject | Translog | en_NZ |
dc.title | Translog Cost Function Estimation: Banking Efficiency | en_NZ |
dc.type | Text | en_NZ |
vuwschema.contributor.unit | Victoria Business School (Faculty of Commerce) | en_NZ |
vuwschema.subject.anzsrcfor | 149999 Economics not elsewhere classified | en_NZ |
vuwschema.subject.anzsrcforV2 | 389999 Other economics not elsewhere classified | en_NZ |
vuwschema.type.vuw | Working or Occasional Paper | en_NZ |
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