Two-stage DEA-Truncated Regression: Application in banking efficiency and financial development
作者：
Highlights：
• DEA-Double Bootstrapped Truncated Regression is proposed for banking efficiency.
• We evaluate risk variables as determinants of European domestic banks’ efficiency.
• The impact of financial development in the countries under study is examined.
• The results indicate the existence of a periphery banks’ efficiency meta-frontier.
• Banks’ efficiency is more affected in lower levels of financial development.
摘要
•DEA-Double Bootstrapped Truncated Regression is proposed for banking efficiency.•We evaluate risk variables as determinants of European domestic banks’ efficiency.•The impact of financial development in the countries under study is examined.•The results indicate the existence of a periphery banks’ efficiency meta-frontier.•Banks’ efficiency is more affected in lower levels of financial development.
论文关键词：Data envelopment analysis,Truncated regression,Bank efficiency,Financial development
论文评审过程：Received 13 June 2017, Revised 6 September 2017, Accepted 6 December 2017, Available online 8 December 2017, Version of Record 22 December 2017.
论文官网地址：https://doi.org/10.1016/j.eswa.2017.12.010
