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    政大機構典藏 > 商學院 > 金融學系 > 期刊論文 >  Item 140.119/61753
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/61753

    Title: Consistent Estimation of Technical and Allocative Efficiencies for a Semiparametric Stochastic Cost Frontier with Shadow Input Prices
    Authors: 黃台心
    Huang, Tai-Hsin;Chen, Kuan-Chen;Lin, Chien-Hsiu;Chung, Ming-Tai
    Contributors: 金融系
    Keywords: Semiparametric cost frontier;Monte Carlo simulations;Shadow prices;Technical efficiency;Allocative efficiency
    Date: 2014-04
    Issue Date: 2013-11-21 14:55:28 (UTC+8)
    Abstract: Conventional parametric stochastic cost frontier models are likely to suffer from biased inferences due to misspecification and the ignorance of allocative efficiency (AE). To fill up the gap in the literature, this article proposes a semiparametric stochastic cost frontier with shadow input prices that combines a parametric portion with a nonparametric portion and that allows for the presence of both technical efficiency (TE) and AE. The introduction of AE and the nonparametric function into the cost function complicates substantially the estimation procedure. We develop a new estimation procedure that leads to consistent estimators and valid TE and AE measures, which are proved by conducting Monte Carlo simulations.
    Relation: Journal of Productivity Analysis,41(2), 307-320
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1007/s11123-012-0316-9
    DOI: 10.1007/s11123-012-0316-9
    Appears in Collections:[金融學系] 期刊論文

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