Title: How to bootstrap in non-parametric frontier models? Technical efficiency of Tunisian banks

Authors: Boutheina Bannour

Addresses: Department of Applied Economics and Simulation, Faculty of Economy and Finance, University of Monastir-Tunisia, Mahdia, Tunisia

Abstract: This paper presents a bootstrapped efficiency score through estimating the DEA model. We focus on an input-oriented approach using returns to scale. By using input and output data on 20 Tunisian banks over the period 1990-2010, we construct more accurate bootstrapped confidence intervals; hence, we provide more reliable and useful results for decision-makers. Moreover, we find that 4 out of 20 Tunisian banks are perfectly efficient using a data-driven estimate of the smoothing parameter.

Keywords: statistical inference; DEA model; data envelopment analysis; bootstraping; mathematical programming; banks; Tunisia; non-parametric frontier models; technical efficiency; banking industry; bank efficiency.

DOI: 10.1504/IJQET.2015.075781

International Journal of Quality Engineering and Technology, 2015 Vol.5 No.3/4, pp.238 - 265

Received: 27 Oct 2014
Accepted: 11 Oct 2015

Published online: 04 Apr 2016 *

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