LargeBanks: Costs of the Us Large Banks
In pder: panel data econometrics with R
Description
Usage
Format
Source
References
See Also
Description
yearly observations of 128 banks from 1989 to 2000
number of observations : 1536
country : United States
economic topic : producer behavior
econometrics topic : seemingly unrelated regression
Usage
1
Format
A dataframe containing :
- id
the bank identifier
- year
the year
- cost
the log of total cost normalized by price of fifth input
- p1
the log of labor price relative to the price of fifth input
- p2
the log of capital price relative to the price of fifth input
- p3
the log of purchased funds price relative to the price of fifth input
- p4
the log of price of interest-bearing deposits in total transaction accountsrelative to the price of fifth input
- y1
installment loans (to individuals for personal/household expenses)
- y2
real estate loans
- y3
business loans
- y4
federal funds sold and securities purchased under agreements to resell
- y5
other assets (assets that cannot be properly included in any other asset items in the balance sheet)
- assets
the log of total assets
Source
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
References
Efthymios G. Tsionas, (2006) “Inference in Dynamic Stochastic Frontier Models”, Journal of Applied Econometrics, 21, 669–676.
See Also
Index.Economics, Index.Econometrics
pder documentation built on May 2, 2019, 6:49 p.m.
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Description Usage Format Source References See Also
Description
yearly observations of 128 banks from 1989 to 2000
number of observations : 1536
country : United States
economic topic : producer behavior
econometrics topic : seemingly unrelated regression
Usage
1 |
Format
A dataframe containing :
- id
the bank identifier
- year
the year
- cost
the log of total cost normalized by price of fifth input
- p1
the log of labor price relative to the price of fifth input
- p2
the log of capital price relative to the price of fifth input
- p3
the log of purchased funds price relative to the price of fifth input
- p4
the log of price of interest-bearing deposits in total transaction accountsrelative to the price of fifth input
- y1
installment loans (to individuals for personal/household expenses)
- y2
real estate loans
- y3
business loans
- y4
federal funds sold and securities purchased under agreements to resell
- y5
other assets (assets that cannot be properly included in any other asset items in the balance sheet)
- assets
the log of total assets
Source
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
References
Efthymios G. Tsionas, (2006) “Inference in Dynamic Stochastic Frontier Models”, Journal of Applied Econometrics, 21, 669–676.
See Also
Index.Economics, Index.Econometrics
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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