发帖
雷达卡
英文文献：Robust non-parametric estimation of cost efficiency with an application to banking industry-成本效率的稳健非参数估计及其在银行业的应用
英文文献作者：Galina Besstremyannaya,Jaak Simm
英文文献摘要：
The paper modifies the methodology of Simar and Wilson 2007 [J Econometrics 136] and 1998 [Manage Sci 44] to propose a new algorithm for robust estimation of cost efficiency in data envelopment analysis in terms of bias correction and estimating returns to scale. Simulation analyses with multi-input multi-output Cobb-Douglas production function with correlated outputs, and correlated technical and cost efficiency demonstrate consistency of the new algorithm both in absence and presence of environmental variables. Finally, we offer real data estimates for Japanese banking industry. An R package `rDea', developed for computations, is available from GitHub and CRAN repositary.
本文修改了Simar和Wilson 2007年[J Econometrics 136]和1998年[Manage Sci 44]的方法，提出了一种新的算法，用于在数据包络分析中基于偏差校正和估计规模回报的稳健估计成本效率。通过对具有相关输出的多输入多输出柯布-道格拉斯生产函数以及相关技术效率和成本效率的仿真分析，证明了在不存在和存在环境变量的情况下新算法的一致性。最后，我们提供了日本银行业的真实数据估计。一个为计算而开发的R包“rDea”可以从GitHub和CRAN repositary中获得。
京公网安备 11010802022788号
