A Bayesian approach to statistical inference in stochastic DEA

被引：45

作者：

Tsionas, Efthymios G. ^{[1
]}

Papadakis, Emmanuel N. ^{[1
]}

机构：

[1] Athens Univ Econ & Business, Dept Econ, Athens 10434, Greece

来源：

OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE | 2010年 / 38卷 / 05期

关键词：

Efficiency measurement; Stochastic DEA; Bayesian methods; Statistical inference; GREEK BANKING SYSTEM; FRONTIER MODELS; EFFICIENCY ANALYSIS; OUTPUT GROWTH; DEREGULATION; INDUSTRY; PANEL; VIEW; EMU;

D O I：

10.1016/j.omega.2009.02.003

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

Stochastic DEA can deal effectively with noise in the non-parametric measurement of efficiency but unfortunately formal statistical inference on efficiency measures in not possible. In this paper, we provide a Bayesian approach to the problem organized around simulation techniques that allow for finite-sample inferences on efficiency scores. The new methods are applied to efficiency analysis of the Greek banking system for the period 1993-1999. The results show that the majority of the Greek banks operate close to best market practices. (C) 2009 Elsevier Ltd. All rights reserved.

引用

页码：309 / 314

页数：6

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