Incorporating Risk into Technical Efficiency via a Semiparametric Analysis: The Case of ASEAN Banks

• Main Authors: Ngo, Thanh Tra, Le, Quang Minh, Cai, Phuc Thien Khoa, Ngo, Phu Thanh
• Format: Article
• Language: Vietnamese
• Published: H. : ĐHQGHN 2018
• Subjects: Technical efficiency; Risk; Directional distance function (DDF); Semiparametric; Estimation of stochastic frontier models (SEMSFA); ASEAN Banks
• Online Access: http://repository.vnu.edu.vn/handle/VNU_123/62543
• Institution: Vietnam National University, Hanoi

The objective of this paper is to incorporate risk in the technical efficiency of listed ASEAN banks in a panel data framework for the period 2000 to 2015. Many researchers apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) for their ef...