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沙发
拂去尘缘 (未真实交易用户)
发表于 2018-10-7 13:42:21
目录如下:
PART I GENERAL INFORMATION
1 Introduction 3
1.1 What This Book Is About 3
1.2 Who Should Read This Book? 4
1.3 The Structure of This Book 5
2 Production,Distance, Cost,and ProfitFunctions 9
2.1 Introduction 9
2.2 The Production Function and Technical Efficiency 10
2.2.1 Input-Oriented and Output-Oriented Technical Inefficiency 12
2.2.2 Non-Neutral Technical Inefficiency 15
2.3 Statistics from Production Functions 15
2.3.1 Homogeneity and Returns to Scale 16
2.3.2 Substitutability 17
2.3.3 Separabilitiy 17
2.3.4 Technical Change 18
2.4 Transformation of Production Functions 19
2.5 Functional Forms of Production Functions 20
2.5.1 The Cobb-Douglas (CD) Production Function 20
2.5.2 The Generalized Production Function (GPF) 22
2.5.3 The Transcendental Production Function 23
2.5.4 The Translog Production Function 24
2.6 Multiple Output Production Technology (Distance Functions) 25
2.6.1 Distance Functions 27
2.6.2 The Translog Input Distance Function 30
2.6.3 The Translog Output Distance Function 30
2.7 The Transformation Function Formulation 31
2.7.1 The Transformation Function with Inefficiency 31
2.8 Allocative Inefficiency 37
2.8.1 Cost Minimization and Allocative Inefficiency 38
2.8.2 Profit Maximization and Allocative Inefficiency 40
2.9 The Indirect Production Function 41
2.9.1 Modeling 41
PART II SINGLE EQUATION APPROACH: PRODUCTION, COST, AND PROFIT
3 Estimation of Technical Efficiency in Production Frontier Models Using
Cross-Sectional Data 47
3.1 Introduction 47
3.2 Output-Oriented Technical Efficiency 48
3.3 Estimation Methods: Distribution-Free Approaches 49
3.3.1 Corrected OLS (COLS) 50
3.3.2 Corrected Mean Absolute Deviation (CMAD) 53
3.3.3 Thick Frontier Approach 54
3.4 Estimation Methods: Maximum Likelihood Estimators 55
3.4.1 A Skewness Test on OLS Residuals 56
3.4.2 Parametric Distributional Assumptions 59
3.4.3 Half-Normal Distribution 59
3.4.4 Truncated-Normal Distribution 73
3.4.5 Truncated Distribution with the Scaling Property 85
3.4.6 The Exponential Distribution 90
3.5 Input-Oriented Technical Inefficiency 95
3.6 Endogeneity and Input and Output Distance Functions 97
4 Estimation of Technical Efficiency in Cost Frontier Models Using
Cross-Sectional Data 100
4.1 Introduction 100
4.2 Input-Oriented Technical Inefficiency 101
4.2.1 Price Homogeneity 103
4.2.2 Monotonicity and Concavity 105
4.3 Estimation Methods: Distribution-Free Approaches 108
4.3.1 Corrected OLS 109
4.3.2 Cases with No or Little Variation in Input Prices 110
4.3.3 Thick Frontier Approach 110
4.3.4 Quantile-Regression-Based TFA 113
4.4 Estimation Methods: Maximum Likelihood Estimators 115
4.4.1 Skewness Test on OLS Residuals 116
4.4.2 The Half-Normal Distribution 117
4.4.3 The Truncated-Normal, Scaling, and Exponential Models 120
4.5 Output-Oriented Technical Inefficiency 122
4.5.1 Quasi-Fixed Inputs 125
4.5.2 Estimation Methods 125
5 Estimation of Technical Efficiency in Profit Frontier Models Using
Cross-Sectional Data 128
5.1 Introduction 128
5.2 Output-Oriented Technical Inefficiency 130
5.3 Estimation Methods: Distribution-Free Approaches 134
5.4 Estimation Methods: Maximum Likelihood Estimators 136
5.5 Input-Oriented Technical Inefficiency 143
5.6 Estimation Methods: Distribution-Free Approaches 145
5.7 Estimation Methods: Maximum Likelihood Estimators 145
PART III SYSTEM MODELS WITH CROSS-SECTIONAL DATA
6 Estimation of Technical Efficiency in Cost Frontier Models Using System
Modelswith Cross-Sectional Data 149
6.1 Introduction 149
6.2 Single Output, Input-Oriented Technical Inefficiency 149
6.3 Estimation Methods: Distribution-Free Approach 152
6.4 Estimation Methods: Maximum Likelihood Estimators 156
6.4.1 Heteroscedasticity, Marginal Effects, Efficiency Index, and
Confidence Intervals 168
6.5 Multiple Outputs, Input-Oriented Technical Inefficiency 169
6.6 Estimation Methods 171
6.7 Multiple Outputs, Output-Oriented Technical Inefficiency 171
7 Estimation of Technical Efficiency in Profit Frontier Models Using System
Modelswith Cross-Sectional Data 173
7.1 Introduction 173
7.2 Single Output, Output-Oriented Technical Inefficiency 173
7.3 Estimation Methods: Distribution-Free Approaches 176
7.4 Estimation Methods: System of Share Equations, Maximum
Likelihood Estimators 181
7.5 Estimation Methods: Imposing Homogeneity Assumptions, Maximum
Likelihood Estimators 189
7.6 Single Output, Input-Oriented Technical Inefficiency 195
7.7 Multiple Output Technology 196
7.7.1 Output-Oriented Technical Inefficiency 196
7.7.2 Estimation Methods 198
PART IV THE PRIMAL APPROACH
8 EstimationofTechnicalandAllocativeEfficiencyinCostFrontierModelsUsing
System Models with Cross-Sectional Data: APrimalSystem Approach 203
8.1 Introduction 203
8.2 Cost System Approach with Both Technical and Allocative Inefficiency 204
8.3 The Primal System Approach with Technical and Allocative Inefficiency 208
8.4 Estimation Methods When Algebraic Formula Can Be Derived 210
8.4.1 The Cobb-Douglas Production Function 210
8.4.2 The Generalized Production Function 223
8.5 Estimation Methods When Algebraic Formula Cannot Be Derived 224
8.5.1 Translog Production Function 224
9 Estimation of Technical and Allocative Efficiency in Profit Frontier Models
UsingSystem Models with Cross-Sectional Data: APrimalSystem Approach 230
9.1 Introduction 230
9.2 The Profit Function Approach 231
9.3 The Primal Approach of Profit Maximization with Both Technical and
Allocative Inefficiency 231
9.4 Estimation Methods: Maximum Likelihood Estimators 233
9.4.1 Technical and Allocative Inefficiency Effect on Profit 236
PART V SINGLE EQUATION APPROACH WITH PANEL DATA
10 Estimation ofTechnical Efficiency in Single Equation Panel Models 241
10.1 Introduction 241
10.2 Time-Invariant Technical Inefficiency (Distribution-Free)
Models 243
10.2.1 The Fixed-Effects Model (Schmidt and Sickles [1984]) 243
10.2.2 The Random-Effects Model 246
10.3 Time-Varying Technical Inefficiency Models 250
10.3.1 Time-Varying Technical Inefficiency Models Using Distribution-Free
Approaches 251
10.3.2 Time-Varying Inefficiency Models with Deterministic and
Stochastic Components 254
10.4 Models That Separate Firm Heterogeneity from Inefficiency 262
10.5 Models That Separate Persistent and Time-Varying Inefficiency 270
10.5.1 The Fixed-Effects Model 271
10.5.2 The Random-Effects Model 271
10.6 Models That Separate Firm Effects, Persistent Inefficiency and
Time-Varying Inefficiency 274
11 Productivity and ProfitabilityDecomposition 279
11.1 Introduction 279
11.2 Productivity, Technical Efficiency, and Profitability 280
11.3 Productivity and Profitability Decomposition 285
11.3.1 Total Factor Productivity Decomposition: The Production Function
Approach 286
11.3.2 Productivity Decomposition: The Cost Function Approach 294
11.3.3 Multiple Outputs 300
PART VI LOOKING AHEAD
12 Looking Ahead 311
12.1 Latent Class Models 311
12.2 Zero-Inefficiency SF Models 312
12.3 Selectivity in SF Models 313
12.4 Modeling Good and Bad Outputs That Separate Technical Efficiency from
Environmental Efficiency 313
12.5 Two-Tier SF Models 314
12.6 SF Models with Copula Functions (To Introduce Correlation
between the Noise and Inefficiency Terms) 314
12.7 Nonparametric and Semiparametric SF Models 314
12.8 Testing Distribution Assumptions 315
APPENDIX
A Derivingthe Likelihood Functions ofSingle Equation Frontier Models 319
B Derivingthe Efficiency Estimates 323
C DerivingConfidence Intervals 326
D Bootstrapping Standard Errorsof Marginal Effects onInefficiency 328
E Software and Estimation Commands 331
E.1 Download and Install the User-Written Programs 331
E.2 Download the Empirical Data and the Do-Files 331
E.3 Cross-Sectional Models and Basic Utilities 331
E.3.1 sfmodel 331
E.3.2 sf_init 334
E.3.3 sf_srch 335
E.3.4 sf_transform 336
E.3.5 sf_predict 336
E.3.6 sf_mixtable 338
E.4 System Models 338
E.4.1 sfsystem 338
E.4.2 showini 339
E.4.3 sfsysem_profitshares 340
E.5 Panel Data Models 342
E.5.1 sfpan 342
E.5.2 sf_fixeff 344
E.6 Primal Models 345
E.6.1 sfprim 345
E.6.2 sf_cst_compare 347
E.6.3 sf_pft_compare 348
Bibliography 349
Index 357 复制代码