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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/103978
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/103978


    Title: 運用貝氏方法估計方向距離函數─考慮環境變數、單調性與曲度限制下之效率分析
    A Bayesian Approach to Imposing Monotonicity and Curvature on Directional Distance Function with Environmental Variables
    Authors: 林嘉偉
    Lin, Chia-Wei
    Contributors: 黃台心
    Huang, Tai-Hsin
    林嘉偉
    Lin, Chia-Wei
    Keywords: 貝氏方法
    方向距離函數
    非意欲產出
    單調性與曲度限制
    環境變數
    效率分數
    技術進步率
    Date: 2016
    Issue Date: 2016-11-14 16:09:52 (UTC+8)
    Abstract: 本文以貝氏方法估計方向距離函數,加入單調性與曲度限制,同時考慮環境變數於模型中。為了凸顯考慮非意欲產出方向距離函數的優點,本文同時估計產出面射線距離函數,並與方向距離函數模型比較。實證分析資料為1970至2010年間各國總體經濟變數,分別在有無加入限制條件與環境變數的狀況下,估計兩種距離函數,從無效率值、效率分數與技術進步率等角度分析彼此間的差異。發現射線距離函數模型由於忽略非意欲產出,傾向高估生產單位的技術效率。另一方面,其係數估計值容易違反射線距離函數的先天性質,較不具參考性。而方向距離函數模型當中,有無加入限制條件與有無考慮環境變數的模型結果各不相同,其中同時加入限制條件與環境變數的模型結果最為合理。
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    Description: 碩士
    國立政治大學
    金融學系
    103352016
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0103352016
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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