The importance of banks which constitutes the main structure of the financial system increased with globalization on the both sides of country and firm. Factors that affect banks＇ performance can be macroeconomic or ...The importance of banks which constitutes the main structure of the financial system increased with globalization on the both sides of country and firm. Factors that affect banks＇ performance can be macroeconomic or internal factors relevant with banks. In this study, different internal factors that can have an impact on banks＇ profitability are examined with panel data analysis. The dataset which include 22 private, state or foreign owned deposit banks provided from the Association of Turkish Banking. Data contains the period between 2003-2008. Equity profitability has been chosen as dependent variable. Independent variables are market share and number of branches. According to the regression results, market share and number of branches has positive and significant effect on profitability .展开更多
In this paper, we discuss the problem of testing the hypothesis that the underlying regression isa partial linear model. A test statistic, which is based on the quadratic form of a cusum process of residuals,is propos...In this paper, we discuss the problem of testing the hypothesis that the underlying regression isa partial linear model. A test statistic, which is based on the quadratic form of a cusum process of residuals,is proposed. The asymptotic distributions of the test statistic under null hypothesis and the local alternativehypothesis are given. The number simulation shows that the test is available.展开更多
文摘The importance of banks which constitutes the main structure of the financial system increased with globalization on the both sides of country and firm. Factors that affect banks＇ performance can be macroeconomic or internal factors relevant with banks. In this study, different internal factors that can have an impact on banks＇ profitability are examined with panel data analysis. The dataset which include 22 private, state or foreign owned deposit banks provided from the Association of Turkish Banking. Data contains the period between 2003-2008. Equity profitability has been chosen as dependent variable. Independent variables are market share and number of branches. According to the regression results, market share and number of branches has positive and significant effect on profitability .
基金This work was partly supported by the Knowledge Innovation Project of ChineseAcademy of Sciences (Grant No. KZCX2-SW-118) and the National Natural Science Foundation of China (Grant No. 19791093).
文摘In this paper, we discuss the problem of testing the hypothesis that the underlying regression isa partial linear model. A test statistic, which is based on the quadratic form of a cusum process of residuals,is proposed. The asymptotic distributions of the test statistic under null hypothesis and the local alternativehypothesis are given. The number simulation shows that the test is available.
