摘要
本文基于随机边界模型,假定成本误差项服从截断正态分布的前提下,估算我国18家银行2001-2007年的成本效率。结果显示我国商业银行成本效率总体偏低,经营绩效落后于美国银行业,且在观测期内没有明显改善;样本银行成本效率与资产规模等因素没有显著联系,国有银行平均效率水平与股份制银行大致持平,均低于合资银行;各银行成本效率随时间推移而趋同,集中化趋势明显。
This paper,assuming truncated normal distribution of the cost error term,formulates and evaluates the cost efficiency（CE） of 18 banks in China during 2001-2007 based on Stochastic Frontier Approach（SFA）.The results show that：the weighted average CE of all samples is on a low side against that of USA,and haven＇t been improved as time goes on;there is no obvious relation between CE and assets scale of these banks.Besides,the average CE level of state-owned bank is roughly even to that of joint-venture banks,and the CE of each banks gradually converged with time passing by.
出处
《统计教育》
2010年第12期10-15,19,共7页
Statistical education
基金
教育部人文社科重点研究基地2006年度重大研究项目(批准号:06JJD790034)的支持
关键词
成本效率
随机边界方法
超越对数成本函数
Cost Efficiency
Stochastic Frontier Approach
Translog Cost Function
