Panel Stochastic Frontier Models with Latent Group Structures for Banking Efficiency

A 932.5 KB research paper by Kazuki Tomioka, last updated on 2026-05-08, proposing an estimation framework for panel stochastic frontier models. The framework accommodates heterogeneity through latent group structures and is demonstrated with an empirical application to U.S. commercial banking cost efficiency. The paper includes simulation studies and is available in PDF and TXT formats under a CC-BY-4.0 license.

Use Cases

• Estimating cost efficiency in the banking sector based on the described panel stochastic frontier model.
• Simulating finite-sample performance of new econometric estimators based on the described framework.
• Extending fixed effects specifications in efficiency analysis based on the proposed general estimation framework.
• Applying latent group structure models to account for heterogeneity in productivity studies.

Strengths

• The paper includes simulation studies indicating strong finite-sample performance.
• The framework is demonstrated with an empirical application to the U.S. commercial banking sector.
• The resource is 932.5 KB in size and available under a permissive CC-BY-4.0 license.

Limitations

• The dataset consists of a research paper; the underlying simulation or banking data is not provided.
• Column-level documentation for any potential data is absent; field semantics must be inferred from the paper.
• Row count for any associated data is unknown, which may limit suitability assessment.

Provenance

Source

figshare

Collection Method

Research paper authored by Kazuki Tomioka.

Freshness

Last updated 2026-05-08 16:00:00; freshness should be verified.

Geography

United States (for the empirical banking application).