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Essays on semiparametric estimation and structural modeling with applications in the banking industry

New semiparametric panel estimation methods have been developed, which make minimal distributional or functional form assumptions on the model. These estimators are illustrated in an efficiency analysis of the banking industry. This analysis finds that functional form and distributional assumptions are important in efficiency estimation. Moreover, models of time varying efficiency are relevant and indicate productivity movements in the banking industry.

Identiferoai:union.ndltd.org:RICE/oai:scholarship.rice.edu:1911/19124
Date January 1997
CreatorsAdams, Robert Matthew
ContributorsSickles, Robin C.
Source SetsRice University
LanguageEnglish
Detected LanguageEnglish
TypeThesis, Text
Format83 p., application/pdf

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