Robust Nonparametric Estimation Of Efficiency And Technical Change In U.S. Commercial Banking

Topics:
Financial Research
Tags:
Bank,
Federal Reserve Bank Of St. Louis,
Financial Services,
Human Resources,
Performance,
Performance Management,
Workforce Management
Source:
Federal Reserve Bank of St. Louis

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Overview: This paper examines the performance of the U.S. commercial banking industry over 1984 C2002. Rather than measuring performance relative to the unknown (and difficult-to-estimate) boundary of the production set, performance for a given bank is measured relative to expected maximum output among m banks using no more of each input than the given bank. This approach permits fully non-parametric estimation with ˇĚn consistency, avoiding the usual curse of dimensionality that plagues traditional non-parametric efficiency estimators. The resulting estimates are robust with respect to outliers and noise in the data.

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Format: PDF | Size: 826KB | Date: Nov 2003 | Pages: 46

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