發(fā)布時(shí)間：2018-04-13 08:50

  本文選題：隨機(jī)前沿模型 + 技術(shù)效率�。� 參考：《統(tǒng)計(jì)與信息論壇》2016年11期

【摘要】：首次在隨機(jī)前沿模型中同時(shí)引入因變量間(或雙邊誤差間)和技術(shù)效率間的空間相關(guān)性并構(gòu)造了雙重滯后隨機(jī)前沿模型,使用極大似然估計(jì)方法和JLMS方法得出參數(shù)和技術(shù)效率的估計(jì)。蒙特卡羅模擬表明:忽略技術(shù)效率的空間相關(guān)性,參數(shù)估計(jì)和技術(shù)效率的估計(jì)均表現(xiàn)欠佳。本研究能以較高的精度估計(jì)參數(shù)和技術(shù)效率。隨著樣本容量的增加,估計(jì)效果更優(yōu)。
[Abstract]:For the first time, the spatial correlation between dependent variables (or bilateral errors) and technical efficiency is introduced into the stochastic frontier model for the first time, and a double lag stochastic frontier model is constructed.The maximum likelihood estimation method and JLMS method are used to estimate the parameters and technical efficiency.Monte Carlo simulation shows that the spatial correlation of technical efficiency and the estimation of parameters and technical efficiency are not good.This study can estimate parameters and technical efficiency with high accuracy.With the increase of sample size, the effect of estimation is better.
【作者單位】： 暨南大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】：廣東省委宣傳部打造“理論粵軍”2014年度重點(diǎn)課題《廣東經(jīng)濟(jì)監(jiān)測(cè)與預(yù)測(cè)研究》(WT1407)
【分類號(hào)】：F224
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本文編號(hào)：1743777