英文文献:Efficiency Estimation Using The Simulated Maximum Likelihood Approach: The Case Of Polish Cooperative Banks-利用模拟最大似然法估计效率:以波兰合作银行为例
英文文献作者:Khitarishvili, Tamar
英文文献摘要:
The paper lays out a framework for studying firm efficiency using the Method of Simulated Likelihood. I develop the model using the assumption of gamma distributed inefficiency terms and apply it to the case of Polish cooperative banks. I derive preliminary results for the estimates of average and individual inefficiencies. Finally, I discuss the practical difficulties connected with this estimation method and suggest avenues for future research.
本文提出了利用模拟似然法研究企业效率的框架。我使用伽马分布低效项的假设开发了模型,并将其应用到波兰合作银行的案例中。我对平均和个体的低效率的估计得出了初步的结果。最后,讨论了该估算方法在实际应用中存在的问题,并提出了今后研究的方向。