Non-parametric efficiency, progress and regress measures for panel data: Methodological aspects

Tulkens, Henry; Eeckaut, Philippe Vanden

doi:10.1016/0377-2217(94)00132-v

Cited by 417 publications

(144 citation statements)

References 13 publications

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“…On the other hand, pitfalls may appear in the presence of a reduced number of observations and a high number of input and output dimensions. Both concerns are addressed by using technology specifications including sequential reference sets (Tulkens and Vanden Eeckaut 1995). A sequential reference set implies that the current period technology depends not only on contemporary observations of inputs and outputs, but also on combinations from all previous periods.…”

Section: Analysis Stagesmentioning

confidence: 99%

Monitoring bank performance in the presence of risk

Epure

Lafuente

2014

J Prod Anal

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This paper devises management and accounting tools for monitoring bank performance. We first propose a multidimensional efficiency measure that integrates credit risk and is adapted to the real banking technology. Second, traditional accounting ratios complement the analysis. Third, the impact of different risk measures over efficiency and accounting ratios is shown. Fourth, we examine the effect of CEO turnover on future performance. An empirical application considers a unique dataset of Costa Rican banks during 1998-2007. Results reveal that performance improvements follow regulatory changes and that risk explains differences in performance. Non-performing loans negatively affect efficiency and return on assets, whereas the capital adequacy ratio positively affects the net interest margin. This supports that incurring monitoring costs and having higher levels of capitalisation may enhance performance. Finally, results confirm that appointing CEOs from outside the bank significantly improves performance, thus suggesting the potential benefits of new organisational practices.

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Section: Analysis Stagesmentioning

confidence: 99%

Monitoring bank performance in the presence of risk

Epure

Lafuente

2014

J Prod Anal

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“…We firstly regard the administrative unit as decision making unit, which considers the observations in each year independently (the so-called contemporaneous approach, Tulkens et al, 1995). Using administrative regions as the spatial decision-making unit has some advantages, as administrative unit runs not only the flood mitigation but also underlie the flood preparation planning.…”

Section: Selection Of Dmusmentioning

confidence: 99%

A relative vulnerability estimation of flood disaster using data envelopment analysis in the Dongting Lake region of Hunan

et al. 2013

Nat. Hazards Earth Syst. Sci.

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The vulnerability to flood disaster is addressed by a number of studies. It is of great importance to analyze the vulnerability of different regions and various periods to enable the government to make policies for distributing relief funds and help the regions to improve their capabilities against disasters, yet a recognized paradigm for such studies seems missing. Vulnerability is defined and evaluated through either physical or economic–ecological perspectives depending on the field of the researcher concerned. The vulnerability, however, is the core of both systems as it entails systematic descriptions of flood severities or disaster management units. The research mentioned often has a development perspective, and in this article we decompose the overall flood system into several factors: disaster driver, disaster environment, disaster bearer, and disaster intensity, and take the interaction mechanism among all factors as an indispensable function. The conditions of flood disaster components are demonstrated with disaster driver risk level, disaster environment stability level and disaster bearer sensitivity, respectively. The flood system vulnerability is expressed as vulnerability = f(risk, stability, sensitivity). Based on the theory, data envelopment analysis method (DEA) is used to detail the relative vulnerability's spatiotemporal variation of a flood disaster system and its components in the Dongting Lake region.

The study finds that although a flood disaster system's relative vulnerability is closely associated with its components' conditions, the flood system and its components have a different vulnerability level. The overall vulnerability is not the aggregation of its components' vulnerability. On a spatial scale, zones central and adjacent to Dongting Lake and/or river zones are characterized with very high vulnerability. Zones with low and very low vulnerability are mainly distributed in the periphery of the Dongting Lake region. On a temporal scale, the occurrence of a vibrating flood vulnerability trend is observed. A different picture is displayed with the disaster driver risk level, disaster environment stability level and disaster bearer sensitivity level.

The flood relative vulnerability estimation method based on DEA is characteristic of good comparability, which takes the relative efficiency of disaster system input–output into account, and portrays a very diverse but consistent picture with varying time steps. Therefore, among different spatial and time domains, we could compare the disaster situations with what was reflected by the same disaster. Additionally, the method overcomes the subjectivity of a comprehensive flood index caused by using an a priori weighting system, which exists in disaster vulnerability estimation of current disasters

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“…From among the different proposals provided by the literature, the approach suggested by Tulkens and Van den Eeckaut (1995) to constructing reference production sets from alternative time-related observations subset is of particular interest for the task at hand. These authors explain that in the presence of a time dimension in the data, the estimation of the efficiency scores may be alternatively accomplished on a contemporaneous production set or on a sequential one.…”

Section: Efficiency Measurementmentioning

confidence: 99%

A Non-parametric Analysis of Convergence in ICT Industries

Mancebón-Torrubia¹,

López‐Pueyo²

2012

RES

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The purpose of this article is to explore the relative merits of capital accumulation and efficiency catch-up in the convergence patterns of labor productivity in theICT (Information and Communication Technologies) sector in a set of developed countries. It is the first convergence analysis of ICT carried out from the non-parametric kernel approach and using an intertemporal data envelopment analysis (DEA) to estimate the efficiency of the analyzed countries. Special care has been paid to the dataset construction, using hedonic prices and unit value ratios because of the nature of the industry. The appropriate technology theory extended with non-immediate spillovers is the theoretical framework used to interpret the obtained results. These show thatlabor productivity, technology and efficiency have moved from a unimodal towards a bimodal distribution over time, beginning the 21 th century with two convergence clubs of countries. The conclusions obtained from these results show that while capital intensification offer opportunities to benefit from new knowledge developed by the leaders, assimilation of this knowledge is not immediate and its speed depends upon the social and technological capabilities of the followers. Policy decision-makers should be aware that the choice of the technology has to be complemented with the development of other actives to benefit from all its potentialities.

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Non-parametric efficiency, progress and regress measures for panel data: Methodological aspects

Cited by 417 publications

References 13 publications

Monitoring bank performance in the presence of risk

Monitoring bank performance in the presence of risk

A relative vulnerability estimation of flood disaster using data envelopment analysis in the Dongting Lake region of Hunan

A Non-parametric Analysis of Convergence in ICT Industries

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