English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 88531/118073 (75%)
Visitors : 23456957      Online Users : 61
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 金融學系 > 期刊論文 >  Item 140.119/7497
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/7497


    Title: A Semiparametric Approach to the Estimation of the Stochastic Frontier Model with Time Variant Technical Efficiency
    Other Titles: 利用半參數法估計技術效率隨時間改變的隨機邊際模型
    Authors: 鄧文舜;黃台心
    Deng, Wen-Shuenn;Huang, Tai-Hsin
    Keywords: 半參數隨機邊際模型,核估計式,隨時間改變技術效率,組合誤差;Semiparametric stochastic frontier model,Kernel estimators,Time-variant technicall efficiency,Composed error
    Date: 2008-06
    Issue Date: 2008-11-14 12:36:10 (UTC+8)
    Abstract: 本研究根據Fan et al. (1996)所提出的半參數隨機邊際模型,朝向兩個方向延伸:一、從橫斷面模型推廣至縱橫資料模型。第二、參照Battese and Coelli (1992)的作法,容許技術效率隨時間改變。本文進行Monte Carlo模擬研究,發現本研究提出的估計方法,具有一致性,故適合應用於生產、成本及利潤函數的估計,進而探討相關生產效率議題。最後採用台灣86家電子業上市公司1995至2001年的資料,進行實證分析,並與參數估計法相互比較。
    This article extends the semiparametric stochastic frontier model developed by Fan et al. (1996) in two ways. First, it proposes a semiparametric estimation procedure suitable for the case when panel data are available. Second, the strong assumption of time-invariant technical efficiency is relaxed such that Battese and Coelli's (1992) model can be applied empirically. Our procedure is particularly useful in the examination of technical efficiency with respect to production, cost, and profit frontiers. Monte Carlo experiments and an empirical application of the proposed procedure employing panel data on 86 Taiwanese electronic firms over the period 1995-2001 are exemplified.
    Relation: 經濟論文, 36(2), 167-193
    Data Type: article
    Appears in Collections:[金融學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    aep36-2-3.pdf443KbAdobe PDF577View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback