Using regression and data envelopment analysis (DEA) to forecast bank performance over time

Ronald K. Klimberg; Kenneth D. Lawrence; Ira Yermish; Tanya Lai; Daniel Mrazik

doi:10.1108/S0276-8976(2009)0000013010

Using regression and data envelopment analysis (DEA) to forecast bank performance over time

Ronald K. Klimberg, Kenneth D. Lawrence, Ira Yermish, Tanya Lai, Daniel Mrazik

MT School of Management

Research output: Chapter in Book/Report/Conference proceeding › Chapter

10 Scopus citations

Abstract

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.

Original language	English (US)
Title of host publication	Applications of Management Science
Editors	Kenneth Lawrence, Gary Kleinman
Pages	133-142
Number of pages	10
Edition	FINANCIAL MODELIN
DOIs	https://doi.org/10.1108/S0276-8976(2009)0000013010
State	Published - 2009

Publication series

Name	Applications of Management Science
Number	FINANCIAL MODELIN
Volume	13
ISSN (Print)	0276-8976

All Science Journal Classification (ASJC) codes

General Business, Management and Accounting

Access to Document

10.1108/S0276-8976(2009)0000013010

Cite this

Klimberg, R. K., Lawrence, K. D., Yermish, I., Lai, T., & Mrazik, D. (2009). Using regression and data envelopment analysis (DEA) to forecast bank performance over time. In K. Lawrence, & G. Kleinman (Eds.), Applications of Management Science (FINANCIAL MODELIN ed., pp. 133-142). (Applications of Management Science; Vol. 13, No. FINANCIAL MODELIN). https://doi.org/10.1108/S0276-8976(2009)0000013010

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abstract = "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.",

author = "Klimberg, {Ronald K.} and Lawrence, {Kenneth D.} and Ira Yermish and Tanya Lai and Daniel Mrazik",

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Klimberg, RK, Lawrence, KD, Yermish, I, Lai, T & Mrazik, D 2009, Using regression and data envelopment analysis (DEA) to forecast bank performance over time. in K Lawrence & G Kleinman (eds), Applications of Management Science. FINANCIAL MODELIN edn, Applications of Management Science, no. FINANCIAL MODELIN, vol. 13, pp. 133-142. https://doi.org/10.1108/S0276-8976(2009)0000013010

Using regression and data envelopment analysis (DEA) to forecast bank performance over time. / Klimberg, Ronald K.; Lawrence, Kenneth D.; Yermish, Ira et al.
Applications of Management Science. ed. / Kenneth Lawrence; Gary Kleinman. FINANCIAL MODELIN. ed. 2009. p. 133-142 (Applications of Management Science; Vol. 13, No. FINANCIAL MODELIN).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

TY - CHAP

T1 - Using regression and data envelopment analysis (DEA) to forecast bank performance over time

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AU - Mrazik, Daniel

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AB - 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.

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T3 - Applications of Management Science

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BT - Applications of Management Science

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ER -

Using regression and data envelopment analysis (DEA) to forecast bank performance over time

Abstract

Publication series

All Science Journal Classification (ASJC) codes

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