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題名:運用網絡隨機共同邊界模型與關聯結構法比較我國金控與非金控銀行經營效率
書刊名:人文及社會科學集刊
作者:黃台心王允立黃國睿 引用關係
作者(外文):Huang, Tai-hsinWang, Yun-liHuang, Kuo-jui
出版日期:2022
卷期:34:2
頁次:頁189-232
主題關鍵詞:中間產出最終產出關聯結構法網絡隨機共同邊界技術效率技術缺口比率Intermediate outputsFinal outputsCopula methodsNetwork stochastic metafrontierTechnical efficiencyTechnology gap ratio
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:43
  • 點閱點閱:3
期刊論文
1.Isik, Ihsan、Hassan, M. Kabir(2003)。Efficiency, Ownership and Market Structure, Corporate Control and Governance in the Turkish Banking Industry。Journal of Business Finance and Accounting,30(9/10),1363-1421。  new window
2.Sathye, Milind(2003)。Efficiency of Banks in a Developing Economy: the Case of India。European Journal of Operational Research,148(3),662-671。  new window
3.Fukuyama, Hirofumi、Weber, William L.(2010)。A Slacks-Based Inefficiency Measure for a Two-Stage System with Bad Outputs。Omega,38(5),398-409。  new window
4.Holod, Dmytro、Lewis, Herbert F.(2011)。Resolving the Deposit Dilemma: A New DEA Bank Efficiency Model。Journal of Banking and Finance,35(11),2801-2810。  new window
5.Kao, Chiang(2009)。Efficiency Decomposition in Network Data Envelopment Analysis: A relational model。European Journal of Operational Research,192(3),949-962。  new window
6.黃台心、張寶光、邱郁芳(20090300)。應用共同成本函數探討東亞六國銀行業之生產效率。經濟論文,37(1),61-100。new window  延伸查詢new window
7.黃美瑛、謝志彬(20091200)。系統風險對金控法通過前後之銀行業成本與效率影響--隨機成本邊界法。應用經濟論叢,86,1-35。new window  延伸查詢new window
8.Chen, Ku-Hsieh(2012)。Incorporating risk input into the analysis of bank productivity: Application to the Taiwanese banking industry。Journal of Banking and Finance,36(7),1911-1927。  new window
9.Bos, Jaap W. B.、Schmiedel, Heiko(2007)。Is There a Single Frontier in a Single European Banking Market?。Journal of Banking and Finance,31(7),2081-2102。  new window
10.Wang, Ke、Huang, Wei、Wu, Jie、Liu, Ying-Nan(2014)。Efficiency Measures of the Chinese Commercial Banking System Using an Additive Two-stage DEA。Omega,44,5-20。  new window
11.Färe, Rolf、Grosskopf, Shawna(2000)。Network DEA。Socio-Economic Planning Sciences,34(1),35-49。  new window
12.Huang, Tai-Hsin、Chiang, Li-Chih、Chen, Kuan-Chen(2011)。An empirical study of bank efficiencies and technology gaps in European banking。Manchester School,79(4),839-860。  new window
13.Kao, Chiang、Hwang, Shiuh-Nan(2010)。Efficiency measurement for network systems: IT impact on firm performance。Decision Support Systems,48(3),437-446。  new window
14.Kao, Chiang、Hwang, Shiuh-Nan(2008)。Efficiency decomposition in two-stage data envelopment analysis: An application to non-life insurance companies in Taiwan。European Journal of Operational Research,185(1),418-429。  new window
15.Vennet, Rudi Vander(2002)。Cost and Profit Efficiency of Financial Conglomerates and Universal Banks in Europe。Journal of Money, Credit and Banking,34(1),254-282。  new window
16.Lai, Hung-Pin、Huang, Cliff J.(2013)。Maximum Likelihood Estimation of Seemingly Unrelated Stochastic Frontier Regressions。Journal of Productivity Analysis,40(1),1-14。  new window
17.Stiroh, Kevin J.(2000)。How did Bank Holding Companies Prosper in the 1990s?。Journal of Banking & Finance,24(11),1703-1745。  new window
18.Atkinson, Scott E.、Cornwell, Christopher(1994)。Parametric estimation of technical and allocative inefficiencies with panel data。International Economic Review,35(1),231-243。  new window
19.Hughes, Joseph P.、Mester, Loretta J.(2013)。Who said large banks don't experience scale economies? Evidence from a risk-return-driven cost function。Journal of Financial Intermediation,22(4),559-585。  new window
20.鄭政秉、梁連文、陳仁屏(20150400)。模擬BASEL III新資本監管對臺灣銀行業成本效率之影響。管理與系統,22(2),175-203。new window  延伸查詢new window
21.Atkinson, Scott E.、Cornwell, Christopher(1993)。Estimation of technical efficiency with panel data: A dual approach。Journal of Econometrics,59(3),257-262。  new window
22.Amsler, Christine、Prokhorov, Artem、Schmidt, Peter(2014)。Using copulas to model time dependence in stochastic frontier models。Econometric Reviews,33(5/6),497-522。  new window
23.Avkiran, Necmi Kemal(2015)。An illustration of dynamic network DEA in commercial banking including robustness tests。Omega,55,141-150。  new window
24.O'Donnell, Christopher J.、Rao, D. S. Prasada、Battese, George E.(2008)。Metafrontier Frameworks for the Study of Firm-Level Efficiencies and Technology Ratios。Empirical Economics,34(2),231-255。  new window
25.Lo, Shih-Fang、Lu, Wen-Min(2009)。An integrated performance evaluation of financial holding companies in Taiwan。European Journal of Operational Research,198(1),341-350。  new window
26.Huang, Tai-Hsin、Lin, Chung-I、Chen, Kuan-Chen(2017)。Evaluating Efficiencies of Chinese Commercial Banks in the Context of Stochastic Multistage Technologies。Pacific-Basin Finance Journal,41(10),93-110。  new window
27.Huang, Tai-Hsin、Liu, Nan-Hung、Kumbhakar, Subal C.(2018)。Joint Estimation of the Lerner Index and Cost Efficiency Using Copula Methods。Empirical Economics,54(2),799-822。  new window
28.Melo-Becerra, Ligia Alba、Orozco-Gallo, Antonio José(2017)。Technical Efficiency for Colombian Small Crop and Livestock Farmers: a Stochastic Metafrontier Approach for Different Production Systems。Journal of Productivity Analysis,47(1),1-16。  new window
29.黃台心、鍾銘泰、陳世章(20180600)。臺灣證券業市場競爭度與創新之研究。證券市場發展季刊,30(2)=118,151-193。new window  延伸查詢new window
30.Amsler, Christine、Prokhorov, Artem、Schmidt, Peter(2016)。Endogeneity in Stochastic Frontier Models。Journal of Econometrics,190(2),280-288。  new window
31.Huang, Tai-Hsin、Hu, Chu-Nan、Chang, Bao-Guang(2018)。Competition, Efficiency, and Innovation in Taiwan's Banking Industry: An Application of Copula Methods。Quarterly Review of Economics and Finance,67(2),362-375。  new window
32.Greene, William H.(2003)。Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function。Journal of Productivity Analysis,19(2/3),179-190。  new window
33.Huang, Cliff J.、Huang, Tai-Hsin、Liu, Nan-Hung(2014)。A New Approach to Estimating the Metafrontier Production Function Based on a Stochastic Frontier Framework。Journal of Productivity Analysis,42(3),241-254。  new window
34.Tsay, Wen-Jen、Huang, Cliff J.、Fu, Tsu-Tan、Ho, I-Lin(2013)。A Simple Closed-Form Approximation for the Cumulative Distribution Function of the Composite Error of Stochastic Frontier Models。Journal of Productivity Analysis,39(3),259-269。  new window
35.Amsler, Christine、Prokhorov, Artem、Schmidt, Peter(2017)。Endogenous Environmental Variables in Stochastic Frontier Models。Journal of Econometrics,199(2),131-140。  new window
36.Huang, Tai-Hsin、Lin, Chung-I、Wu, Ruei-Cian(2019)。Assessing the marketing and investment efficiency of Taiwan's life insurance firms under network structures。The Quarterly Review of Economics and Finance,71,132-147。  new window
37.Feng, Guohua、Peng, Bin、Zhang, Xiaohui(2017)。Productivity and efficiency at bank holding companies in the U.S.: a time-varying heterogeneity approach。Journal of Productivity Analysis,48(2/3),179-192。  new window
38.陳柏琪、顏晃平(20181200)。臺灣銀行業經營效率之分析--共用投入下網絡資料包絡分析法之應用。應用經濟論叢,104,139-183。new window  延伸查詢new window
39.Ahn, Seung C.、Lee, Young H.、Schmidt, Peter(2013)。Panel Data Models with Multiple Time-Varying Individual Effects。Journal of Econometrics,174(1),1-14。  new window
40.Akhigbe, Aigbe、McNulty, James E.、Stevenson, Bradley A.(2017)。Does the Form of Ownership Affect Firm Performance? Evidence from US Bank Profit Efficiency before and during the Financial Crisis。Quarterly Review of Economics and Finance,64,120-129。  new window
41.Battese, George E.、Rao, Dodla Sai Prasada、O'Donnell, Christopher J.(2004)。A Metafrontier Production Function for Estimation of Technical Efficiencies and Technology Gaps for Firms Operating under Different Technologies。Journal of Productivity Analysis,21(1),91-103。  new window
42.Bos, Jaap W. B.、Kolari, James W.、van Lamoen, Ryan C. R.(2013)。Competition and Innovation: Evidence from Financial Services。Journal of Banking and Finance,37,1590-1601。  new window
43.Chang, Bao-Guang、Huang, Tai-Hsin、Kuo, Chun-Yi(2015)。A Comparison of the Technical Efficiency of Accounting Firms among the US, China, and Taiwan under the Framework of a Stochastic Metafrontier Production Function。Journal of Productivity Analysis,44(3),337-349。  new window
44.Chao, Chuang-Min、Yu, Ming-Miin、Hsiung, Nan-Hsing、Chen, Li-Hsueh(2018)。Profitability Efficiency, Marketability Efficiency and Technology Gaps in Taiwan's Banking Industry: Meta-frontier Network Data Envelopment Analysis。Applied Economics,50(3),233-250。  new window
45.Chen, Yao、Du, Juan、Sherman, H. David、Zhu, Joe(2010)。DEA Model with Shared Resources and Efficiency Decomposition。European Journal of Operational Research,207(1),339-349。  new window
46.Chen, Yao、Cook, Wade D.、Li, Ning、Zhu, Joe(2009)。Additive Efficiency Decomposition in Two-stage DEA。European Journal of Operational Research,196(3),1170-1176。  new window
47.Elyasiani, Elyas、Wang, Yong(2012)。Bank Holding Company Diversification and Production Efficiency。Applied Financial Economics,22(17),1409-1428。  new window
48.Hauner, David(2005)。Explaining Efficiency Differences among Large German and Austrian Banks。Applied Economics,37(9),969-980。  new window
49.Huang, Tai-Hsin、Chang, Bao-Guang、Kuo, Chun-Yi(2019)。Comparing the Metafrontier Malmquist Productivity Changes of Public Accounting Firms Across Countries。Asia-Pacific Journal of Accounting and Economics,26(5),589-608。  new window
50.Huang, Tai-Hsin、Chen, Kuan-Chen、Lin, Chung-I(2018)。An Extension from Network DEA to Copula-based Network SFA: Evidence from the U.S. Commercial Banks in 2009。Quarterly Review of Economics and Finance,67(2),51-62。  new window
51.Jiang, Nan、Sharp, Basil(2015)。Technical Efficiency and Technological Gap of New Zealand Dairy Farms: A Stochastic Meta-frontier Model。Journal of Productivity Analysis,44(1),39-49。  new window
52.Lee, Chi-Chuan、Huang, Tai-Hsin(2017)。Cost Efficiency and Technological Gap in Western European Banks: A Stochastic Metafrontier Analysis。International Review of Economics and Finance,48,161-178。  new window
53.Mirdehghan, S. Morteza、Fukuyama, Hirofumi(2016)。Pareto-Koopmans Efficiency and Network DEA。Omega,61,78-88。  new window
54.Sklar, Abe(1959)。Fonctions de Repartitin à n Dimensions et Leurs Marges。Publications de l'Institut de Statistique de l'Université de Paris,8,229-231。  new window
55.Zha, Yong、Liang, Nannan、Wu, Maoguo、Bian, Yiwen(2016)。Efficiency Evaluation of Banks in China: A Dynamic Two-stage Slacks-Based Measure Approach。Omega,60,60-72。  new window
56.顏晃平、張靜文(20110100)。本國銀行業成本效率之研究--共同邊界函數應用。經濟研究. 臺北大學經濟學系,47(1),147-181。new window  延伸查詢new window
學位論文
1.毛芝瑩(2017)。使用方向距離函數探討我國銀行業技術效率--非貝氏方法考慮函數的單調與曲度性質(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.Judge, George G.、Hill, R. Carter、Griffiths, William E.、Lutkepohl, Helmut、Lee, Tsoung-Chao(1982)。Introduction to the Theory and Practice of Econometrics。John Wiley and Sons。  new window
2.Cherubini, Umberto、Luciano, Elisa、Vecchiato, Walter(2004)。Copula Methods in Finance。John Wiley。  new window
圖書論文
1.Färe, Rolf、Grosskopf, Shawna、Whittaker, Gerald(2007)。Network DEA。Modeling Data Irregularities and Structural Complexities in Data Envelopment Analysis。Springer。  new window
 
 
 
 
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