A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks

Roberta Blass Staub () and Geraldo Souza

No 150, Working Papers Series from Central Bank of Brazil, Research Department

Abstract: This article presents an empirical application illustrating the use of a nonparametric frontier model relying on a probabilistic definition of the production frontier. The significance of the variable nonperforming loans in productive efficiency is assessed, for a sample of Brazilian banks, using the concepts of condicional and unconditional efficiency measures, in a context where it is not necessary to impose any particular distribution for the production data. The analysis is robust relative to the assumptions of separability.

New Economics Papers: this item is included in nep-ban and nep-eff
Date: 2007-10
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