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楼主
拂去尘缘 发表于 2018-10-7 13:32:39 |AI写论文

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一本介绍随机前沿分析和操作的书籍,名字是《A PRACTITIONER’S GUIDE TO STOCHASTIC FRONTIER ANALYSIS USING STATA》作者:SUBAL C. KUMBHAKAR;HUNG-JEN WANG;ALAN P. HORNCASTLE。附件包括教材、书上的案例以及作者的程序。希望对大家有用!
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关键词:Practitioner Stochastic Analysis frontier Stochast

sfbook_demo_do.zip
下载链接: https://bbs.pinggu.org/a-2582765.html

35.73 KB

需要: 50 个论坛币  [购买]

本附件包括:

  • bootstrap.do
  • chapter10.do
  • chapter10_second_set_of_examples.do
  • chapter11_multiple_output.do
  • chapter11_sinlge_output.do
  • chapter3.do
  • chapter4.do
  • chapter5.do
  • chapter6.do
  • chapter7.do
  • chapter8.do
  • chapter9.do

sfbook_data.zip

342.35 KB

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数据

本附件包括:

  • air.dta
  • airline.dta
  • dairy.dta
  • mining.dta
  • norway.dta
  • panel data 1.dta
  • panel data 2.dta
  • rice.dta
  • utility.dta
  • 00note.txt

sfbook_ado.zip

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程序

本附件包括:

  • cfcost.ado
  • costmin_D.ado
  • exactC.ado
  • findmis.ado
  • gentrun.ado
  • getDet.ado
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  • makecov.ado
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  • sf_effindex.ado
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  • sf_half.ado
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  • sf_init.ado
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  • sf_predict.ado
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随机前沿分析-STATA(教材).zip

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教材

本附件包括:

  • 随机前沿分析-STATA(教材).pdf

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生而为人 发表于25楼  查看完整内容

这本书可以免费下载

沙发
拂去尘缘(未真实交易用户) 发表于 2018-10-7 13:42:21
  1. 目录如下:
  2. PART I GENERAL INFORMATION
  3. 1 Introduction 3
  4. 1.1 What This Book Is About 3
  5. 1.2 Who Should Read This Book? 4
  6. 1.3 The Structure of This Book 5
  7. 2 Production,Distance, Cost,and ProfitFunctions 9
  8. 2.1 Introduction 9
  9. 2.2 The Production Function and Technical Efficiency 10
  10. 2.2.1 Input-Oriented and Output-Oriented Technical Inefficiency 12
  11. 2.2.2 Non-Neutral Technical Inefficiency 15
  12. 2.3 Statistics from Production Functions 15
  13. 2.3.1 Homogeneity and Returns to Scale 16
  14. 2.3.2 Substitutability 17
  15. 2.3.3 Separabilitiy 17
  16. 2.3.4 Technical Change 18
  17. 2.4 Transformation of Production Functions 19
  18. 2.5 Functional Forms of Production Functions 20
  19. 2.5.1 The Cobb-Douglas (CD) Production Function 20
  20. 2.5.2 The Generalized Production Function (GPF) 22
  21. 2.5.3 The Transcendental Production Function 23
  22. 2.5.4 The Translog Production Function 24
  23. 2.6 Multiple Output Production Technology (Distance Functions) 25
  24. 2.6.1 Distance Functions 27
  25. 2.6.2 The Translog Input Distance Function 30
  26. 2.6.3 The Translog Output Distance Function 30
  27. 2.7 The Transformation Function Formulation 31
  28. 2.7.1 The Transformation Function with Inefficiency 31
  29. 2.8 Allocative Inefficiency 37
  30. 2.8.1 Cost Minimization and Allocative Inefficiency 38
  31. 2.8.2 Profit Maximization and Allocative Inefficiency 40
  32. 2.9 The Indirect Production Function 41
  33. 2.9.1 Modeling 41
  34. PART II SINGLE EQUATION APPROACH: PRODUCTION, COST, AND PROFIT
  35. 3 Estimation of Technical Efficiency in Production Frontier Models Using
  36. Cross-Sectional Data 47
  37. 3.1 Introduction 47
  38. 3.2 Output-Oriented Technical Efficiency 48
  39. 3.3 Estimation Methods: Distribution-Free Approaches 49
  40. 3.3.1 Corrected OLS (COLS) 50
  41. 3.3.2 Corrected Mean Absolute Deviation (CMAD) 53
  42. 3.3.3 Thick Frontier Approach 54
  43. 3.4 Estimation Methods: Maximum Likelihood Estimators 55
  44. 3.4.1 A Skewness Test on OLS Residuals 56
  45. 3.4.2 Parametric Distributional Assumptions 59
  46. 3.4.3 Half-Normal Distribution 59
  47. 3.4.4 Truncated-Normal Distribution 73
  48. 3.4.5 Truncated Distribution with the Scaling Property 85
  49. 3.4.6 The Exponential Distribution 90
  50. 3.5 Input-Oriented Technical Inefficiency 95
  51. 3.6 Endogeneity and Input and Output Distance Functions 97
  52. 4 Estimation of Technical Efficiency in Cost Frontier Models Using
  53. Cross-Sectional Data 100
  54. 4.1 Introduction 100
  55. 4.2 Input-Oriented Technical Inefficiency 101
  56. 4.2.1 Price Homogeneity 103
  57. 4.2.2 Monotonicity and Concavity 105
  58. 4.3 Estimation Methods: Distribution-Free Approaches 108
  59. 4.3.1 Corrected OLS 109
  60. 4.3.2 Cases with No or Little Variation in Input Prices 110
  61. 4.3.3 Thick Frontier Approach 110
  62. 4.3.4 Quantile-Regression-Based TFA 113
  63. 4.4 Estimation Methods: Maximum Likelihood Estimators 115
  64. 4.4.1 Skewness Test on OLS Residuals 116
  65. 4.4.2 The Half-Normal Distribution 117
  66. 4.4.3 The Truncated-Normal, Scaling, and Exponential Models 120
  67. 4.5 Output-Oriented Technical Inefficiency 122
  68. 4.5.1 Quasi-Fixed Inputs 125
  69. 4.5.2 Estimation Methods 125
  70. 5 Estimation of Technical Efficiency in Profit Frontier Models Using
  71. Cross-Sectional Data 128
  72. 5.1 Introduction 128
  73. 5.2 Output-Oriented Technical Inefficiency 130
  74. 5.3 Estimation Methods: Distribution-Free Approaches 134
  75. 5.4 Estimation Methods: Maximum Likelihood Estimators 136
  76. 5.5 Input-Oriented Technical Inefficiency 143
  77. 5.6 Estimation Methods: Distribution-Free Approaches 145
  78. 5.7 Estimation Methods: Maximum Likelihood Estimators 145
  79. PART III SYSTEM MODELS WITH CROSS-SECTIONAL DATA
  80. 6 Estimation of Technical Efficiency in Cost Frontier Models Using System
  81. Modelswith Cross-Sectional Data 149
  82. 6.1 Introduction 149
  83. 6.2 Single Output, Input-Oriented Technical Inefficiency 149
  84. 6.3 Estimation Methods: Distribution-Free Approach 152
  85. 6.4 Estimation Methods: Maximum Likelihood Estimators 156
  86. 6.4.1 Heteroscedasticity, Marginal Effects, Efficiency Index, and
  87. Confidence Intervals 168
  88. 6.5 Multiple Outputs, Input-Oriented Technical Inefficiency 169
  89. 6.6 Estimation Methods 171
  90. 6.7 Multiple Outputs, Output-Oriented Technical Inefficiency 171
  91. 7 Estimation of Technical Efficiency in Profit Frontier Models Using System
  92. Modelswith Cross-Sectional Data 173
  93. 7.1 Introduction 173
  94. 7.2 Single Output, Output-Oriented Technical Inefficiency 173
  95. 7.3 Estimation Methods: Distribution-Free Approaches 176
  96. 7.4 Estimation Methods: System of Share Equations, Maximum
  97. Likelihood Estimators 181
  98. 7.5 Estimation Methods: Imposing Homogeneity Assumptions, Maximum
  99. Likelihood Estimators 189
  100. 7.6 Single Output, Input-Oriented Technical Inefficiency 195
  101. 7.7 Multiple Output Technology 196
  102. 7.7.1 Output-Oriented Technical Inefficiency 196
  103. 7.7.2 Estimation Methods 198
  104. PART IV THE PRIMAL APPROACH
  105. 8 EstimationofTechnicalandAllocativeEfficiencyinCostFrontierModelsUsing
  106. System Models with Cross-Sectional Data: APrimalSystem Approach 203
  107. 8.1 Introduction 203
  108. 8.2 Cost System Approach with Both Technical and Allocative Inefficiency 204
  109. 8.3 The Primal System Approach with Technical and Allocative Inefficiency 208
  110. 8.4 Estimation Methods When Algebraic Formula Can Be Derived 210
  111. 8.4.1 The Cobb-Douglas Production Function 210
  112. 8.4.2 The Generalized Production Function 223
  113. 8.5 Estimation Methods When Algebraic Formula Cannot Be Derived 224
  114. 8.5.1 Translog Production Function 224
  115. 9 Estimation of Technical and Allocative Efficiency in Profit Frontier Models
  116. UsingSystem Models with Cross-Sectional Data: APrimalSystem Approach 230
  117. 9.1 Introduction 230
  118. 9.2 The Profit Function Approach 231
  119. 9.3 The Primal Approach of Profit Maximization with Both Technical and
  120. Allocative Inefficiency 231
  121. 9.4 Estimation Methods: Maximum Likelihood Estimators 233
  122. 9.4.1 Technical and Allocative Inefficiency Effect on Profit 236
  123. PART V SINGLE EQUATION APPROACH WITH PANEL DATA
  124. 10 Estimation ofTechnical Efficiency in Single Equation Panel Models 241
  125. 10.1 Introduction 241
  126. 10.2 Time-Invariant Technical Inefficiency (Distribution-Free)
  127. Models 243
  128. 10.2.1 The Fixed-Effects Model (Schmidt and Sickles [1984]) 243
  129. 10.2.2 The Random-Effects Model 246
  130. 10.3 Time-Varying Technical Inefficiency Models 250
  131. 10.3.1 Time-Varying Technical Inefficiency Models Using Distribution-Free
  132. Approaches 251
  133. 10.3.2 Time-Varying Inefficiency Models with Deterministic and
  134. Stochastic Components 254
  135. 10.4 Models That Separate Firm Heterogeneity from Inefficiency 262
  136. 10.5 Models That Separate Persistent and Time-Varying Inefficiency 270
  137. 10.5.1 The Fixed-Effects Model 271
  138. 10.5.2 The Random-Effects Model 271
  139. 10.6 Models That Separate Firm Effects, Persistent Inefficiency and
  140. Time-Varying Inefficiency 274
  141. 11 Productivity and ProfitabilityDecomposition 279
  142. 11.1 Introduction 279
  143. 11.2 Productivity, Technical Efficiency, and Profitability 280
  144. 11.3 Productivity and Profitability Decomposition 285
  145. 11.3.1 Total Factor Productivity Decomposition: The Production Function
  146. Approach 286
  147. 11.3.2 Productivity Decomposition: The Cost Function Approach 294
  148. 11.3.3 Multiple Outputs 300
  149. PART VI LOOKING AHEAD
  150. 12 Looking Ahead 311
  151. 12.1 Latent Class Models 311
  152. 12.2 Zero-Inefficiency SF Models 312
  153. 12.3 Selectivity in SF Models 313
  154. 12.4 Modeling Good and Bad Outputs That Separate Technical Efficiency from
  155. Environmental Efficiency 313
  156. 12.5 Two-Tier SF Models 314
  157. 12.6 SF Models with Copula Functions (To Introduce Correlation
  158. between the Noise and Inefficiency Terms) 314
  159. 12.7 Nonparametric and Semiparametric SF Models 314
  160. 12.8 Testing Distribution Assumptions 315
  161. APPENDIX
  162. A Derivingthe Likelihood Functions ofSingle Equation Frontier Models 319
  163. B Derivingthe Efficiency Estimates 323
  164. C DerivingConfidence Intervals 326
  165. D Bootstrapping Standard Errorsof Marginal Effects onInefficiency 328
  166. E Software and Estimation Commands 331
  167. E.1 Download and Install the User-Written Programs 331
  168. E.2 Download the Empirical Data and the Do-Files 331
  169. E.3 Cross-Sectional Models and Basic Utilities 331
  170. E.3.1 sfmodel 331
  171. E.3.2 sf_init 334
  172. E.3.3 sf_srch 335
  173. E.3.4 sf_transform 336
  174. E.3.5 sf_predict 336
  175. E.3.6 sf_mixtable 338
  176. E.4 System Models 338
  177. E.4.1 sfsystem 338
  178. E.4.2 showini 339
  179. E.4.3 sfsysem_profitshares 340
  180. E.5 Panel Data Models 342
  181. E.5.1 sfpan 342
  182. E.5.2 sf_fixeff 344
  183. E.6 Primal Models 345
  184. E.6.1 sfprim 345
  185. E.6.2 sf_cst_compare 347
  186. E.6.3 sf_pft_compare 348
  187. Bibliography 349
  188. Index 357
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藤椅
twt05(未真实交易用户) 在职认证  发表于 2018-10-7 13:48:59
谢谢楼主的分享。

板凳
我一定会有猫的(未真实交易用户) 发表于 2020-5-8 00:47:30
你好,我想买,但是没有论坛币,能私聊吗

报纸
yanxing83(真实交易用户) 学生认证  发表于 2020-5-21 14:14:13
我一定会有猫的 发表于 2020-5-8 00:47
你好,我想买,但是没有论坛币,能私聊吗
留个邮箱,我发给你

地板
我一定会有猫的(未真实交易用户) 发表于 2020-5-22 09:07:21
yanxing83 发表于 2020-5-21 14:14
留个邮箱,我发给你
601646324@qq.com

7
我一定会有猫的(未真实交易用户) 发表于 2020-5-22 09:07:43
谢谢了

8
yanxing83(真实交易用户) 学生认证  发表于 2020-5-24 09:51:03
我一定会有猫的 发表于 2020-5-22 09:07
谢谢了
已经发送到邮箱了,请查收

9
我一定会有猫的(未真实交易用户) 发表于 2020-5-24 18:22:36
万分感谢!!!!

10
冬天过了是春天(未真实交易用户) 学生认证  发表于 2020-7-30 23:32:39
yanxing83 发表于 2020-5-21 14:14
留个邮箱,我发给你
你好,能给我也发一下么,jgxyzj1707@163.com

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