文档介绍:随机边界模型Stochastic Frontier Models
连玉君
中山大学岭南学院
arlionn@
2013年12月9日
New Course: http://baoming./?id=93
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
提纲
SFA 简介
截面SFA模型
面板SFA模型
双边SFA模型
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
I. SFA 简介
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
SFA 的模型设定思想
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
SFA 图示
y1
Source: Porcelli(2009)
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
实证分析中的模型设定
Q: 两个干扰项如何处理?
Note: 假设 v, u 不相关,且二者与 x 也不相关
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
正态分布和半正态分布的密度函数图
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
指数分布的密度函数图
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
半正态分布和指数分布对比
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.
效率的估计
Jondrow, Lovell, Materov and Schmidt (1982),JLMS82
Battese and Coelli (1988),BC88
Evaluation only.
Created with Client Profile .
Copyright 2004-2011 Aspose Pty Ltd.