Methodological considerations upon Stochastic Frontier Analysis for panel data models: evidence from cost-efficiency ECF model in the Argentine Banking Sector.

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In this paper we make a methodological analysis of the Error Components Frontier (ECF) panel data model performance based on Stochastic Frontier Analysis (SFA) method for cost efficiency benchmarking in the presence of small panels and outliers. By means of a set of simulations and a subsequent appl...

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Autores principales: Girela, Ignacio G., Vargas, José M.
Formato: Artículo revista
Lenguaje:Español
Publicado: Instituto de Economía y Finanzas. Facultad de Ciencias Económicas. Universidada Nacional de Córdoba. 2021
Materias:
panel data
SFA
banking entities
benchmarking
simulations
Semiparametric and Nonparametric Methods: General
Panel Data Models
Cost
Banks
Economics of Regulation
datos de panel
eficiencia orientada a costos
entidades bancarias
simulaciones
Métodos Semiparamétricos y No Paramétricos
Modelos de Datos de Panel
Costo
Bancos
Economía de la Regulación
Acceso en línea:https://revistas.unc.edu.ar/index.php/REyE/article/view/36335
Aporte de:
Revistas de la UNC de Universidad Nacional de Córdoba
id I10-R10article-36335
record_format ojs
institution Universidad Nacional de Córdoba
institution_str I-10
repository_str R-10
container_title_str Revistas de la UNC
language Español
format Artículo revista
topic panel data
SFA
banking entities
benchmarking
simulations
Semiparametric and Nonparametric Methods: General
Panel Data Models
Cost
Banks
Economics of Regulation
datos de panel
SFA
eficiencia orientada a costos
entidades bancarias
benchmarking
simulaciones
Métodos Semiparamétricos y No Paramétricos
Modelos de Datos de Panel
Costo
Bancos
Economía de la Regulación
spellingShingle panel data
SFA
banking entities
benchmarking
simulations
Semiparametric and Nonparametric Methods: General
Panel Data Models
Cost
Banks
Economics of Regulation
datos de panel
SFA
eficiencia orientada a costos
entidades bancarias
benchmarking
simulaciones
Métodos Semiparamétricos y No Paramétricos
Modelos de Datos de Panel
Costo
Bancos
Economía de la Regulación
Girela, Ignacio G.
Vargas, José M.
Methodological considerations upon Stochastic Frontier Analysis for panel data models: evidence from cost-efficiency ECF model in the Argentine Banking Sector.
topic_facet panel data
SFA
banking entities
benchmarking
simulations
Semiparametric and Nonparametric Methods: General
Panel Data Models
Cost
Banks
Economics of Regulation
datos de panel
SFA
eficiencia orientada a costos
entidades bancarias
benchmarking
simulaciones
Métodos Semiparamétricos y No Paramétricos
Modelos de Datos de Panel
Costo
Bancos
Economía de la Regulación
author Girela, Ignacio G.
Vargas, José M.
author_facet Girela, Ignacio G.
Vargas, José M.
author_sort Girela, Ignacio G.
title Methodological considerations upon Stochastic Frontier Analysis for panel data models: evidence from cost-efficiency ECF model in the Argentine Banking Sector.
title_short Methodological considerations upon Stochastic Frontier Analysis for panel data models: evidence from cost-efficiency ECF model in the Argentine Banking Sector.
title_full Methodological considerations upon Stochastic Frontier Analysis for panel data models: evidence from cost-efficiency ECF model in the Argentine Banking Sector.
title_fullStr Methodological considerations upon Stochastic Frontier Analysis for panel data models: evidence from cost-efficiency ECF model in the Argentine Banking Sector.
title_full_unstemmed Methodological considerations upon Stochastic Frontier Analysis for panel data models: evidence from cost-efficiency ECF model in the Argentine Banking Sector.
title_sort methodological considerations upon stochastic frontier analysis for panel data models: evidence from cost-efficiency ecf model in the argentine banking sector.
description In this paper we make a methodological analysis of the Error Components Frontier (ECF) panel data model performance based on Stochastic Frontier Analysis (SFA) method for cost efficiency benchmarking in the presence of small panels and outliers. By means of a set of simulations and a subsequent application to the Argentine banking sector during the period 2005-2014, we prove that under these conditions an SFA model may not be adequate for benchmarking. These results are relevant for the empirical literature since small panels with the presence of outliers represent classical scenarios in developing economies industries. Reception date: December 3, 2019.Acceptance date: June 28, 2021.
publisher Instituto de Economía y Finanzas. Facultad de Ciencias Económicas. Universidada Nacional de Córdoba.
publishDate 2021
url https://revistas.unc.edu.ar/index.php/REyE/article/view/36335
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