Authors
Ronald K Klimberg, Kenneth D Lawrence, Ira Yermish, Tanya Lal, Daniel Mrazik
Publication date
2009/10/13
Book
Financial modeling applications and data envelopment applications
Pages
133-142
Publisher
Emerald Group Publishing Limited
Description
Forecasting is an important tool used to plan and evaluate business operations. Regression analysis is one of the most commonly used forecasting techniques for this purpose. Often forecasts are produced based on a set of comparable units such as individuals, groups, departments, or companies that perform similar activities. We apply a methodology that includes a new independent variable, the comparable unit's data envelopment analysis (DEA) relative efficiency, into the regression analysis. In this chapter, we apply this methodology to compare the performance of commercial banks over a 10-year time period.
Total citations
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Scholar articles
RK Klimberg, KD Lawrence, I Yermish, T Lal, D Mrazik - Financial modeling applications and data envelopment …, 2009