Applying efficiency measurement techniques to the measurement of productivity change

Deterministic frontier analysis (DFA), stochastic frontier analysis (SFA), and data envelopment analysis (DEA) are alternative analytical techniques designed to measure the efficiency of producers. All three techniques were originally developed within a cross-sectional context, in which the objective is to compare the efficiencies of producers. More recently all three techniques have been extended for use in a panel data context. In the latter context it is possible to measure productivity change, and to decompose measured productivity change into its sources, one of which is efficiency change. However when efficiency measurement techniques, particularly SFA, have been applied to panel data, it has infrequently been made clear what the objective of the analysis is: the measurement of efficiency, which may vary through time as well as across producers, or the measurement and decomposition of productivity change. In this paper I explore the use of each technique in a panel data context. I find DFA and DEA to have achieved a more satisfactory reorientation toward productivity measurement than SFA has.     

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.     

农机服务规模经营对粮食生产效率的影响机理研究

依据2009—2019年全国31个省（自治区、直辖市）的省级面板数据,运用随机前沿分析方法和Tobit模型,考量农机服务规模经营对粮食生产效率的影响及其作用机理。结果显示：2009—2019年,中国粮食生产效率总体递增,但区域间发展不平衡;农机服务规模经营通过技术引入效应和劳动力替代效应提高粮食生产效率,其中,技术引入效应的发挥受限于农业研发支出水平及其增速,劳动力替代效应在农业劳动力成本高的区域发挥的影响效用更佳。鉴于此,应加快农业科技创新,发展粮食生产全程机械化服务,完善农机社会化服务体系。     

雅砻江楞古水电站场址区宋玉断层活动性研究

楞古水电站位于区域构造复杂的雅砻江中游, 场址周边断裂构造较发育, 场址区内发育有较大的宋玉断层, 研 究其活动性对枢纽建筑布置和工程抗震设防措施均具有重要意义。在遥感解译的基础上, 通过野外验证和追踪调 查, 结合断层构造岩石英形貌扫描、 电子自旋共振(ESR) 测龄和近代地震震中分析, 确定了宋玉断裂的活动年代, 得 出了宋玉断层不属于工程活动断层的结论。     

水中运行设备共振幅频特性研究

在水力机械等淹没水中设备的运行中,常遇到剧烈振动造成设备损坏等故障,多认为由共振引起。本文首先对单自由度简谐振动系统自由振动、强迫振动方程的稳态振动解进行无量纲化处理,计算出不同阻尼比条件下的共振频率比、共振幅值比,发现阻尼比、共振频率比、共振幅值比三者之间存在一一对应的单调变化关系,并据此提出了分别测量设备在水中及空气中的自由振动频率,假定空气中自由振动频率为设备固有频率,再依次确定水中阻尼比和共振幅值比的反求式估算方法。本研究采用敲击法进行了混流式水轮机模型转轮水中及空气中自由振动频率测试,发现其水中自由振动频率比空气中低,其水中一阶自由振动频率与空气中一阶自由振动频率之比约为0.758~0.872;如假定该值为水中自由振动频率比,可计算出相应的水中阻尼比为0.652~0.490,共振幅值比约为1.01~1.17。本研究还进行了中间固定两侧悬臂梁在空气及水中的真实共振试验,在两侧悬臂梁计算固有频率附近均发生明显共振,发现水中共振频率比空气中明显降低,用反求法获得的水中共振幅值比小于2,水中共振幅值对空气中初始振动幅值放大倍数也非常小,进一步说明水中共振时对激振幅值的放大作用非常有限。     

考虑随机来水的水电站中长期发电调度多重风险分析

为了分析来水不确定性导致的水电站发电风险,构建了日径流随机模拟模型,模拟生成了长系列径流序列,建立常规调度和优化调度模型,并将模拟径流序列作为输入驱动调度模型。以年均发电量、发电稳定性、弃水量、发电保证率、蓄满率为主要风险指标,建立了发电风险分析的指标体系。在此基础上,以三峡水库作为调度模型的研究实例,比较了常规调度和优化调度的风险水平。结果表明:优化调度较常规调度年发电量增加约5%;信息熵结果显示优化调度模型不确定性较小,更加稳定;优化调度弃水量约为常规调度的50%,且优化调度降低了出力破坏风险。文中给出的优化调度模型所得调度过程在经济效益及风险控制方面都有较优的表现。     

随机微分方程在河道径流模拟中的应用

把随机微分运用到河道的行洪过程分析与计算中,通过考虑金沙江中游某河段行洪过程中的不确定性,建立随机微分方程模型,模拟河道出流过程,并用该河段某水文站的实测流量值对模型进行验证。结果表明:模拟值与实测值的统计参数有较好的拟合性,随机微分模型有较高的精度与准确性,模型在河道调洪验算中具有较高的适用性。本文为河道洪水验算提供了新的思路,为考虑河道洪水验算过程不确定性的洪水计算提供了科学依据。     

Embodied and Disembodied Technical Change in Fisheries: An Analysis of the Sète Trawl Fishery, 1985–1999

Overfishing and excess capacity in mostfisheries around the world have generated considerableand increasing concern about their biological and economic performance ramifications. Theseproblems, in part, stem from substantialinvestment in technical improvements to boats andequipment in fishing fleets, which exacerbatesexcess fishing capacity and low returns tofishing effort and investment, given regulatoryand biological constraints. However, little attempt hasbeen made to quantify the extent or effects oftechnical change in fisheries. In this paper, we usedetailed data on innovation patterns for 19vessels in the Sète trawl fleet of southernFrance to evaluate the contributions oftechnical change to catch rates. We find thatembodied technical change enhanced productivity by approximately one percent per year between 1985 and 1999, but that external (disembodied) events counteractedthis trend, causing a net output decline ofabout three percent per year.     

A Stochastic Frontier Production Function with Flexible Risk Properties

This paper considers a stochastic frontier production function which has additive, heteroscedastic error structure. The model allows for negative or positive marginal production risks of inputs, as originally proposed by Just and Pope (1978). The technical efficiencies of individual firms in the sample are a function of the levels of the input variables in the stochastic frontier, in addition to the technical inefficiency effects. These are two features of the model which are not exhibited by the commonly used stochastic frontiers with multiplicative error structures.An empirical application is presented using cross-sectional data on Ethiopian peasant farmers. The null hypothesis of no technical inefficiencies of production among these farmers is accepted. Further, the flexible risk models do not fit the data on peasant farmers as well as the traditional stochastic frontier model with multiplicative error structure.     

商业银行利率风险计量模型及实证分析--非平移收益曲线条件下的随机免疫策略

传统的久期理论建立在收益曲线平移等严格假设条件上，因而其在实践中的有效性大大降低了。根据Markowitz（1959）等理论可推导出：资产价格的总风险包括收益的方差和全久期向量两部分；假若商业银行采取现金中性（cash neutrality）的资产交易策略，风险计量模型可转换为线性规划问题，从而可以构建基于利率风险最小化模型的随机免疫策略。也就是说，引入随机免疫的理念来替代经典的免疫理论，通过实证分析得出：无现金交易条件下的随机免疫策略能够降低利率风险。