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RePEcEconometrics & Forecasting

Bayesian ANN for Efficiency Analysis

The paper introduces a novel method for frontier estimation in econometrics, merging Data Envelopment Analysis and Stochastic Frontier Analysis using Bayesian artificial neural networks, and validates its efficiency with Monte Carlo experiments and a dataset of large US banks.

Featured in No. 15 on 14 Sep 2023 · on release day

Released
14 Sep 2023
First featured
No. 15 · 14 Sep 2023
Published in
Not yet, as far as Semantic Scholar knows
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16
Identifier
RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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