节点文献
基于DEA和SFA的我国商业银行效率研究
Efficiency Comparative Study on Commercial Bank in China Based on DEA and SFA
【摘要】 本文利用板块数据,分别采用非参数前沿法中的DEA法和参数前沿法中的SFA法对我国十四家商业银行1997-2001期间的综合效率进行了测度,在此基础上对两种方法测度出的银行效率值排序进行了相关分析和一致性检验,结果表明两种方法测度出的银行效率在数值上有显著差异,但在是效率排序上具有很好的一致性。
【Abstract】 This paper takes four state-owned commercial banks and nine newly founded banks as the researching samples.The paper unites DEA and SFA in evaluating the bank efficiency of the fourteen commercial banks from 1997 to 2001 and tests the relativity and concidence.The results indicates that there is a remarkable difference between the DEA efficiency and SFA efficiency,but they have a good coincidence in efficiency taxis.
【关键词】 经济效率;
X效率;
数据包络分析(DEA);
随机前沿分析(SFA);
【Key words】 economic efficiency; X-efficiency; data envelopment analysis(DEA); Stochastic Frontier Analysis(SFA);
【Key words】 economic efficiency; X-efficiency; data envelopment analysis(DEA); Stochastic Frontier Analysis(SFA);
- 【文献出处】 数理统计与管理 ,Application of Statistics and Management , 编辑部邮箱 ,2006年01期
- 【分类号】F224
- 【被引频次】293
- 【下载频次】3837