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Record W1924806893

Непараметрические оценки эффективности российских банков

2010· preprint· ru· W1924806893 on OpenAlexaboutno aff
Sergei Golovan, Vladimir Nazin, Anatoly Peresetsky

Bibliographic record

VenueMunich Personal RePEc Archive (Munich University) · 2010
Typepreprint
Languageru
FieldSocial Sciences
TopicEconomic and Technological Developments in Russia
Canadian institutionsnot available
Fundersnot available
KeywordsEconometricsQuarter (Canadian coin)EconomicsParametric statisticsSpearman's rank correlation coefficientStatisticsMathematicsGeography
DOInot available

Abstract

fetched live from OpenAlex

Non-parametric estimates of technical efficiency of Russian banks are considered for each quarter in the period of 2002–2006. Two types of DEA estimates CCR (Charnes, Cooper, Rhodes, 1978) and BCC (Banker, Charnes, Cooper, 1984), are compared with parametric SFA estimates. Semiparametric bootstrap (Simar, Wilson, 2007) is used to study statistical properties of DEA estimates. Spearman rank correlation between CCR and BCA estimates vary from 0.72 to 0.89 and between DEA and SFA from 0.56 to 0.91, hence estimates are robust. Foreign banks are more efficient than domestic banks in all quarters with the only exception of 2004Q2, which could be explained by so-called “crisis of confidence” (bank crisis in Russia in that period). Since 2006 Moscow banks are less efficient than the regional banks.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies, Open science, Research integrity, Insufficient payload (model declined to judge)
Consensus categoriesMeta-epidemiology (narrow), Science and technology studies, Open science, Research integrity, Insufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.927
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0020.002
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0040.006
Scholarly communication0.0000.001
Open science0.0080.010
Research integrity0.0030.008
Insufficient payload (model declined to judge)0.0060.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.024
GPT teacher head0.242
Teacher spread0.218 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; both teacher heads agree on what is shown here.

Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2010
Admission routes1
Has abstractyes

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