能源效率与能源生产率:基于DEA方法的省际数据比较

能源生产率和能源效率有着巨大的差异,但当前的研究往往对两者并未进行明确区分。本文对传统能源效率的各种指标进行了梳理,认为这些传统指标并没有刻画出"效率"的本质,而且存在着诸多缺陷。为了同能源生产率相区分和比较,本文基于DEA方法构建了一个能够反映内在技术效率变化的能源效率指标,并根据各省1995～2004年的面板数据进行了测算,将结果同以往的研究进行比较后发现,采用两种指标计算的结果存在较大差异,而本文提出的能源效率则是一个更优的评价指标。     

基于SFA的我国汽车制造业技术效率的研究

本文以我国汽车制造行业为研究对象,选取10家具有代表性的汽车制造企业2000-2009年的面板数据,运用随机前沿分析(SFA)模型,实证研究了我国汽车制造企业的技术效率。研究结果表明,我国汽车制造业的技术效率总体呈波动趋势;客车、重卡企业技术效率最高,乘用车企业次之,轻卡、农用车企业最低;东部地区技术效率高于中部和西部;技术效率影响因素方面,库存过高、研发人员过多以及汽车产量过大不利于技术效率水平的提高,而企业与供应商和客户关系的加深,能提高企业的技术效率水平。     

Productive Efficiency of the Swine Industry in Hawaii: Stochastic Frontier vs. Data Envelopment Analysis

Improving productive efficiency is an increasingly important determinant of the future of the swine industry in Hawaii. This paper examines the productive efficiency of a sample of swine producers in Hawaii by estimating a stochastic frontier production function and the constant returns to scale (CRS) and variable returns to scale (VRS) output-oriented DEA models. The technical efficiency estimates obtained from the two frontier techniques are compared. The scale properties are also examined under the two approaches. The industry's potential for increasing production through improved efficiency is also discussed.     

基于随机前沿模型的中国生产性服务业技术效率测算及影响因素探讨

本文运用随机前沿生产函数模型,根据1993~2008年数据,对我国生产性服务业及细分行业技术效率的时间和区域特征以及影响因素展开深入分析。结果表明,生产性服务业技术效率水平较低,呈现出小幅波动特征;技术效率的区域差异主要表现在东部和中西部之间;专业化水平、规模经济和市场化水平是影响生产性服务业技术效率的重要因素。以上结论在细分行业之间的表现不尽相同。     

Small-sample Properties of Panel Spatial Autoregressive Models: Comparison of the Bayesian and Maximum Likelihood Methods

Abstract

This article considers autoregressive (SAR) models. We method to estimate the parameters of likelihood (ML) method. Our Bayesian by the Monte Carlo studies. We found the efficient as the ML estimators.     

Measuring Cost Efficiency in European Banking: A Comparison of Frontier Techniques

This paper investigates the consistency of efficiency frontier methods on European banking samples. We measure the cost efficiency of banks from five European countries (France, Germany, Italy, Spain, Switzerland) with three approaches: stochastic frontier approach, distribution-free approach, and data envelopment analysis. We compare means, correlation coefficients, two public policy issues, and the correlation with standard measures of performance. In general, we conclude in favor of the lack of robustness between approaches, even if there are some similarities in particular between parametric approaches. We do, however, observe some correlation between all frontier approaches and standard measures of performance.     

Input- and Output-Oriented Technical Efficiency of Ukrainian Collective Farms, 1989–1992: Bayesian Analysis of a Stochastic Production Frontier Model

We propose estimation of a stochastic production frontier model within a Bayesian framework to obtain the posterior distribution of single-input-oriented technical efficiency at the firm level. All computations are carried out using Markov chain Monte Carlo methods. The approach is illustrated by applying it to production data obtained from a survey of Ukrainian collective farms. We show that looking at the changes in single-input-oriented technical efficiency in addition to the changes in output-oriented technical efficiency improves the understanding of the dynamics of technical efficiency over the first years of transition in the former Soviet Union.     

我国农产品物流效率的实证分析——基于农产品主产区的省级面板数据

利用2005-2010年农产品主产区的省际面板数据,运用基于DEA的Malmquist指数分析法对我国粮食主产区的农产品物流效率进行测度,在此基础上,通过对Malmquist指数进行分解,从技术变化、技术效率、纯技术效率和规模效率等方面出发,找到影响我国农产品物流效率的主要因素.     

A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models

It is well known that the usual procedures for estimating panel data models are inconsistent in the dynamic setting. A large number of consistent estimators however, have been proposed in the literature. This paper provides a survey of the majority of mainstream estimators, which tend to consist of IV and GMM ones. It also considers a newly proposed extension to the promising Wansbeek–Bekker estimator (Harris & Mátyás, 2000). To provide guidance to the applied researcher working on micro-datasets, the small sample performance of these estimators is evaluated using a set of Monte Carlo experiments.     

地理与城市土地利用效率——基于2004～2008中国城市面板数据实证分析

本文基于2004 ～2008年的全国土地变更数据以及城市统计面板数据,选取距省会城市、邻近大城市、港口城市以及邻近省域省会城市的距离以及城市地理因素,研究了地理与城市土地利用效率的关系,重点探讨距离的影响.研究发现,由于目前我国大城市溢出效应还未完全发挥,距大城市越近土地利用效率反而越低;距省会城市越近,有助于城市土地利用效率的提高;距邻近省城省会城市距离对土地利用效率影响不显著;距港口城市越近,较低的交通成本有利于获取国外市场,土地利用效率较高.因此,在经济转型时期,加强基础设施建设、增进城市间沟通,缩短与省会城市、港口城市的距离,将更加有助于城市土地利用效率的提高.     

基于面板数据模型的林业投入产出效率影响因素研究

基于我国2003-2017年31个省域有关林业经济的面板数据,采用固定效应模型对全国及湖北省林业投入因素和产出效率进行分析。结果显示:相对于全国而言,湖北省的林业资源投资效率是属于中等偏上的,其中投资完成额这一指标做出了巨大贡献,造林面积和人员平均工资起到了辅助作用,而林业就业人数抑制了林业经济发展。     

A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence

In this paper we propose a new approach based on principal components analysis to test for the number of common stochastic trends driving the non-stationary series in a panel data set. This test has the advantage that it is also consistent when there is a mixture of I (0) and I (1) series, making it unnecessary to pre-test the panel for unit root. Furthermore, the test solves the problem of dimensionality encountered in large panel data sets.     

Functional Forms of Stochastic Frontier Production Functions and Models for Technical Inefficiency Effects: A Comparative Study for Wheat Farmers in Pakistan

This paper considers translog and Cobb-Douglas stochastic frontiers in which the technical inefficiency effects are defined by three different models. The models involved are the time-varying inefficiency model, proposed by Battese and Coelli (1992), the inefficiency effects model for panel data, proposed by Battese and Coelli (1995), and the non-neutral frontier model, proposed by Huang and Liu (1994). Technical change is also accounted for in the frontier models. Predicted technical efficiencies of the wheat farmers and estimates of the elasticities of wheat production with respect to the different inputs and the returns-to-scale parameter are compared under the different model specifications.     

A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies

This paper uses Bayesian stochastic frontier methods to measure the productivity gap between Poland and Western countries that existed before the beginning of the main Polish economic reform. Using data for 20 Western economies, Poland and Yugoslavia (1980–1990) we estimate a translog stochastic frontier and make inference about individual efficiencies. Following the methodology proposed in our earlier work, we also decompose output growth into technical, efficiency and input changes and examine patterns of growth in the period under consideration. This revised version was published online in July 2006 with corrections to the Cover Date.     

基于面板数据的汽车行业上市公司经营效益的深度挖掘

本文以在沪深港上市的汽车行业公司为对象,截取2005-2016年的财务指标,采用因子分析法对我国汽车行业上市公司的经济效益进行评价,并通过面板数据对不同公司进行比较,进而对整个汽车行业12年的发展状况进行总结,得出不同汽车公司发展良莠不齐,整个汽车行业正面临突破的瓶颈,最后给出相应的对策建议。     

基于面板数据的我国制造业R&D投入对专利产出的影响实证分析

基于2000年-2005年制造业29个行业的数据,运用面板数据模型实证研究了我国制造业R&D投入对专利产出的影响。结果表明:我国制造业各行业R&D经费投入对专利产出的影响显著,技术密集度较高的行业R&D经费投入弹性系数较高,反映了这些行业存在着较大的技术创新机会;而R&D人员投入弹性系数较低,说明我国制造业行业存在着冗员现象。针对分析结果,我们提出了相应的对策建议。     

西部自然资源对东西部经济增长的贡献——基于省际面板数据的实证研究

运用加入自然资源的CD生产函数和省际面板数据估计了西部各省自然资源的开发利用对本地区经济增长的贡献率,并以此为基础分析了西部自然资源对东部经济增长的贡献。得出结论,西部省份自然资源的开发利用对本地区经济增长的贡献率普遍偏低,而西部自然资源对东部经济增长的贡献接近或者超过8%。政策建议是需要建立东部对西部自然资源利用的补偿机制。     

能源生产率差异与收敛：基于省际面板数据的实证分析

本文首先对收敛问题的几种常用分析方法进行了梳理,然后对1986～2006年中国地区间能源生产率差异进行σ收敛和β收敛分析。研究表明,中国地区间能源生产率的总体差异并没有呈现出显著的σ收敛,而是表现为不同的阶段性特征。东、中、西部地区能源生产率收敛特征各异:东部地区差异缩小且较为稳定,中部地区经过小幅波动后也趋于收敛,而西部地区差异呈现出三个先扩大后缩小的"倒U型"特征。绝对β收敛和条件β收敛模型研究表明,中国地区间能源生产率总体差异正在逐步缩小,巩固和发展这一趋势尚任重道远。     

中国与中东欧各国进口贸易的潜力分析——基于时变随机前沿引力模型的实证研究

运用时变随机前沿引力模型,基于2011—2018年中国与中东欧17国的进口贸易数据测度进口贸易潜力、技术效率及其影响因素。实证结果表明:中国与中东欧国家进口的贸易潜力较大,且不同国家之间呈现较大的不均衡性,波黑、克罗地亚、黑山可挖掘的进口潜力较大,匈牙利、保加利亚、斯洛伐克和波兰的进口效率较高。从影响因素看,中东欧国家的供给能力、中国的市场规模、“17+1”合作机制等因素推动了进口贸易的发展,而中国的供给能力、中东欧国家的市场规模、文化距离等因素对进口贸易有阻碍作用。经济自由度、基础设施质量、中欧班列等构成了影响进口效率的重要因素。     

Semi- and Non-parametric Bayesian Analysis of Duration Models with Dirichlet Priors: A Survey

The object of this paper is to review the main results obtained in semi- and non-parametric Bayesian analysis of duration models. Standard nonparametric Bayesian models for independent and identically distributed observations are reviewed in line with Ferguson's pioneering papers. Recent results on the characterization of Dirichlet processes and on nonparametric treatment of censoring and of heterogeneity in the context of mixtures of Dirichlet processes are also discussed. The final section considers a Bayesian semiparametric version of the proportional hazards model.