An application of convex nonparametric least squares to estimation banks (in)efficiency in the Visegrad countries

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10235933" target="_blank" >RIV/61989100:27510/17:10235933 - isvavai.cz</a>
Result on the web
<a href="http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=1&SID=F3YZ6HfHdJeHMAb26oZ&page=1&doc=2" target="_blank" >http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=1&SID=F3YZ6HfHdJeHMAb26oZ&page=1&doc=2</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
An application of convex nonparametric least squares to estimation banks (in)efficiency in the Visegrad countries
Original language description
The paper examines analyses of (in)efficient banks in the Visegrad countries in year 2013. We use the convex nonparametric least squares (CNLS) estimation as a nonparametric regression method that does not require a priory specification of functional form. We evaluate banks performance using additive CNLS model under different conditions for return to scale. The model of banks efficiency is extended by banking specific factors that enter the model as contextual variables. The corresponding parameters represent the marginal effects of the asset quality ratio (capital ratios, operating ratios, liquidity ratios). The results provide an assessment of (in)efficiency 55 banks and compare the performance of banks in the Visegrad countries countries in year 2013.
Czech name
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Czech description
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Project
<a href="/en/project/GA17-23495S" target="_blank" >GA17-23495S: Economies of Scope in Network Data Envelopment Analysis Models</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 12th International Conference on Strategic Management and its Support by Information Systems: May 25th-26th, 2017, Ostrava, Czech Republic
ISBN
978-80-248-4046-8
ISSN
2570-5776
e-ISSN
2570-5776
Number of pages
8
Pages from-to
231-238
Publisher name
VŠB - Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
May 25, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000417344100025

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