Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes
DOI10.1016/J.EJOR.2019.12.036zbMATH Open1441.91092OpenAlexW2997870843WikidataQ126426553 ScholiaQ126426553MaRDI QIDQ2178095FDOQ2178095
Authors: Anthony J. Glass, Amangeldi Kenjegaliev, Karligash Kenjegalieva 
Publication date: 7 May 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/159780/7/Spillover_Regimes_16298_revised_change_38.pdf
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Cites Work
- Introduction to spatial econometrics.
- GMM estimation with cross sectional dependence
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- ON STATIONARY PROCESSES IN THE PLANE
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- Stochastic Frontier Analysis
- Flexible Functional Forms and Global Curvature Conditions
- Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis
- Profit efficiency for Spanish savings banks
Cited In (4)
- Financial deregulation and economies of scale and scope: Evidence from the major Australian banks
- Uncovering spatial productivity centers using asymmetric bidirectional spillovers
- The GMM estimation of semiparametric spatial stochastic frontier models
- Differentiated attributes and service-quality competition as sources of portfolio interdependence and diverging scales in banking
Uses Software
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