参数计量方法.ppt

玖、配置效率 Kumbhakar, S.C. (1997), Modeling allocative inefficiency in a translog cost function and cost share equations: An exact relationship, Journal of Econometrics, 76, 351-356. Kumbhakar, S.C. and H.J. Wang (2006), Estimation of technical and allocative inefficiency: A primal system approach, Journal of Econometrics, 134, 419-440. Atkinson, S.E. and C. Cornwell (1994), Parametric estimation of technical and allocative inefficiencies with panel data, International Economic Review, 35, 231-243. 黃台心 (1999), 由利潤函數衡量我國銀行廠商之經濟效率 ---- 參數計量法的應用，中央研究院經濟研究所，經濟論文，第二十七卷，第二期，283-309。 拾、分量迴歸　(quantile regression) 管中閔院士講義--分量迴歸簡介 黃鏡如教授講義--分量迴歸應用於估計生產效率 拾壹、總要素生產力(Total Factor Productivity, TFP) Reference: Kumbhakar and Lovell (2000) Chapter 8 In the scalar output case a conventional Divisia index of productivity change is defined as the difference between the rate of change of output and the rate of change of an input quantity index, and so (8.2.4) where a dot over a variable indicates its rate of change is the observed expenditure share of input is total expenditure, and is an input price vector. Totally differentiating equation (8.2.1) and inserting the resulting expression for into equation (8.2.4) yields (8.2.5) where are elasticities of output with respect to each of the inputs. The scale elasticity provides a primal measure of returns to scale characterizing the production frontier. The relationship in equation (8.2.5) decomposes productivity change into a technical change component a scale component a technical efficiency change component and an allocative inefficiency component This decomposition of productivity change is v