Robust non-parametric quantile estimation of efficiency and productivity change in U.S. commercial banking, 1985-2004
By: by David C. Wheelock and Paul Wilson
Contributors: Wilson, Paul W.; Federal Reserve Bank of St. Louis
Series: Working paper -- 2006-041A; Working paper (Federal Reserve Bank of St. Louis : Online) -- 2006-041A.
Publisher: Federal Reserve Bank of St. Louis
Published: 2006
Place of publication: St. Louis, Mo.]
Language: eng
Format: [electronic resource] /
Description: "This paper describes a non-parametric, unconditional quantile estimator that unlike traditional non-parametric frontier estimators is both robust to data outliers and has a root-n convergence rate.  We use this estimator to examine changes in the efficiency and productivity of U.S.  banks between 1985 and 2004.  We find that larger banks experienced larger efficiency and productivity gains than small banks, consistent with the presumption that recent changes in regulation and information technology have favored larger banks"--Federal Reserve Bank of St. Louis web site.
Notes: Title from PDF file as viewed on 6/26/2006.

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