政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/103978

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/103978

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题名:	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
作者:	林嘉偉 Lin, Chia-Wei
贡献者:	黃台心 Huang, Tai-Hsin 林嘉偉 Lin, Chia-Wei
关键词:	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
日期:	2016
上传时间:	2016-11-14 16:09:52 (UTC+8)
摘要:	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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描述:	碩士國立政治大學金融學系 103352016
資料來源:	http://thesis.lib.nccu.edu.tw/record/#G0103352016
数据类型:	thesis
显示于类别:	[金融學系] 學位論文

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