双重滞后随机前沿模型技术效率的估计

首次在随机前沿模型中同时引入因变量间(或双边误差间)和技术效率间的空间相关性并构造了双重滞后随机前沿模型,使用极大似然估计方法和JLMS方法得出参数和技术效率的估计。蒙特卡罗模拟表明:忽略技术效率的空间相关性,参数估计和技术效率的估计均表现欠佳。本研究能以较高的精度估计参数和技术效率。随着样本容量的增加,估计效果更优。

The Estimation of Technical Efficiency based on Double-lag Stochastic Frontier Model

This article simultaneously incorporates spatial dependent of dependent variables (or two‐sided error ) and technical efficiency for the first time and then structures double‐lag stochastic frontier model .We use maximum likelihood estimation and JLMS method to get the efficient estimation of parameters and technical efficiency respectively .The numerical simulation shows that :when neglect the spatial dependences of technical efficiency ,the related estimations have poor performance .T he method in this article does well in the estimation of parameters and technical efficiency .With sample size increasing , the two aspects can do better .