技术异质性与文化产业技术效率测度方法研究

技术效率是文化产业发展的重要源泉,由于文化产业技术效率测度方法的不断发展,传统的测量方法面临无法处理技术异质性问题,一方面导致估计的技术效率偏大;另一方面无法进行跨区域、行业比较。通过总结当前国内外关于技术效率衡量的方法,将技术异质性纳入技术效率测度框架,并考虑空间交互影响。     

随机环境下的多投入多产出生产前沿面估计

传统的DEA模型假设观测样本的投入产出都是确定型数据, 这使得DEA在实际应用中受到限制, 本文提出的基于拟似然估计的多投入多产出随机非参数包络数据 (PLE-StoNED) 方法拓展了这个假设, 能够估计随机环境下的生产前沿面.本文证明, 生产可能集假设条件下的前沿面可以用一个有凹凸性和单调性限制的函数来表示.相较之前的StoNED方法, 本文提出的方法可以估计随机环境下多投入多产出决策单元 (DMU) 的前沿面.通过Monte Carlo实验, 多投入多产出PLE-StoNED方法的有效性得到验证, 它可纠正DEA等传统方法产生的偏误.最后, 实证研究部分运用这一新提出的方法估计了中国大陆商业银行的生产前沿面和效率.本文提出的方法弥补了DEA缺乏统计性的不足, 可为决策者在随机环境下对多投入多产出决策单元进行生产力和效率评估提供决策参考.     

地方公共安全服务供给效率评估——基于四阶段DEA和Bootstrapped DEA的实证研究

本文运用DEA方法,实证评估2005年中国内地地区70个大中城市(含市辖县)公共安全服务的供给效率。针对经典DEA模型所固有的缺陷,本文采用四阶段DEA方法",过滤"外生环境因素对效率评估带来的干扰,在此基础上,利用基于Bootstrap的随机DEA方法,将随机冲击对效率评估所造成的偏误予以修正。实证结果显示:(1)如果对外生环境变量和随机冲击的影响不作控制,则经典DEA方法对效率的衡量将出现明显的低估;(2)如果控制外生环境因素的影响,则四阶段DEA模型的计算结果表明,中小城市公共安全部门投入不足,而在大城市,可能存在投入过度的问题;(3)在同时控制外生环境因素的影响和随机冲击带来的偏误后,地方公共安全部门的平均效率得分为0.826,这表明通过提高效率,在保持产出不变的情况下,地方公共安全部门平均可以削减17.4%的投入。准确衡量公共部门效率,对于提高政府的透明度,以及推动公共部门引入"锦标竞争"具有重要的现实意义和实践价值。     

基于典则相关分析的制造业知识性投入与产出效率评估

建立基于典则相关分析的评价产业知识性投入与产出效率的模型,利用该模型评估了不同产业的知识投入与产出效率,同时分析了制造业各产业科技资源配置与知识产出之间的关系,得出若干关于产业发展的建议。最后还分析了与其它方法相比,这种新的效率评估方法的特点。     

非期望产出下我国能源消耗产出效率差异研究

提高能源消耗产出效率是新常态下经济发展的必然趋势，随机扰动和外部环境是研究能源消耗产出效率不可回避的问题，而传统的DEA模型无法剔除非期望产出对效率值的影响。本文通过构建四阶段Bootstrap-DEA-Malmquist模型，采用1990~2014年的省际面板数据作为样本数据，通过松弛指标调整能源投入，剔除外部环境和随机因素对能源效率和能源全要素生产率的扰动，并借助Bootstrap随机抽样法进一步减小由于样本差异造成的影响，从静态和动态两个维度测算了中国能源消耗产出效率和全要素生产率。研究发现，外部环境和随机扰动对能源效率的估算具有显著影响，剔除外部环境影响因素后得到的能源效率值、技术效率变化以及全要素生产率变动均有不同程度的下降，而调整初始投入后的技术进步值有所上升。此外，考虑环境因素时，能源效率值下降，但是进一步运用Bootstrap随机抽样法消除随机因素的影响后，能源效率值有所上升。本文的主要贡献在于将环境因素和随机因素从能源效率与能源全要素生产率的测算中剥离，获得更为准确的能源效率值和能源全要素生产率值。     

中国高技术产业“高产出、低效益”的症结与对策研究——基于技术创新效率角度的探索

应用强化的Russell效率测度模型与单因素效率测度模型,对依赖密集技术创新投资为发展基础的中国高技术产业技术创新活动的过程绩效进行了测度,从技术创新效率角度探究其"高产出、低效益"不良发展态势的症结及对策。测度结果显示,中国高技术产业技术创新活动的整体相对效率水平不佳,且逐年降低;整体规模收益不理想,处于相对最优生产规模状态的产业不到1/3;多数生产状态相对无效的高技术产业在技术引进经费上投入冗余相对严重,而在新产品销售和专利产出上又存在较大的相对潜在产出不足。针对此症结,完善科技资源的配置方式、加强引进技术的吸收和消化力度、增强自主创新的能力,以提高或保持增加值率,是中国高技术产业从本质上摆脱"高产出、低效益"不良态势值得选择的发展路径。     

基于两阶段交叉效率模型的中国商业银行效率评价

为了更好的评价我国商业银行的效率,在传统两阶段DEA模型中引入交叉效率,并对两阶段生产系统的内部结构进行优化,构建了考虑共享投入和非期望产出的两阶段交叉效率模型。最后结合中国16家商业银行2006-2015年的年度报表,分别应用传统的两阶段DEA模型和新模型评价样本银行的效率。结果表明：新模型比传统模型更客观、区分力更强,具有更强的稳定性,更适合用于评价我国商业银行的效率。     

商业银行DEA效率评价投入产出指标选择研究

数据包络分析是商业银行效率评价的有力工具。基于数据包络分析的商业银行效率评价的关键问题之一是如何确定一组投入和产出的指标。本文使用了增加值法来确定数据包络分析模型中的投入和产出指标,并用统计检验论证了投入和产出指标选取,使其更具统计说服力。最后,本文评价方法应用到银行效率评价实践中,说明了它的应用价值。     

基于机会约束随机Index-DEA的投资组合效率评价

传统DEA和分散化DEA是两种常见的非参数评价方法,二者也被广泛应用于投资组合效率评价。已有相关研究通常将风险和期望收益视为投资组合的投入和产出指标,但该投入-产出假设与实际投资过程并不吻合。在实际投资过程中,真实投入应为投资组合的初始财富,产出则是其终端财富。基于新的投入-产出假设,本文对投资组合初始财富进行标准化,将终端财富转化为收益率形式,进而构造随机生产可能集和相应的机会约束随机Index-DEA模型。当投资组合收益率服从联合正态分布时,随机Index-DEA模型被转化为等价的确定性模型,从理论上证明该等价模型的凸凹性,并提出相应的求解算法。最后,利用该随机Index-DEA模型对我国30只开放式基金进行效率评价,验证所提出DEA模型和求解算法的有效性。     

部分中间产出作为最终产品的两阶段合作效率

网络DEA模型研究多个进程和多个子系统的复杂系统的效率度量.针对中间产出无法为第2阶段完全消耗的情形,传统DEA模型对系统效率的评价偏高,已有网络DEA模型则对系统效率的评价偏低.本文提出部分中间产出作为最终产品,进入流通渠道的两阶段效率模型,用来测度两阶段生产过程的真实效率.采用乘积形式描述两阶段合作的特征,给出不同...     

A slacks-based measure of super-efficiency in data envelopment analysis: An alternative approach

The current paper proposes a slack-based version of the Super SBM, which is an alternative super-efficiency model for the SBM proposed by Tone. Our two-stage approach provides the same super-efficiency score as that obtained by the Super SBM model when the evaluated DMU is efficient and yields the same efficiency score as that obtained by the SBM model when the evaluated DMU is inefficient. The projection identified by the Super SBM model may not be strongly Pareto efficient; however, the projection identified from our approach is strongly Pareto efficient.     

非独立并联生产系统的DEA效率评价研究

对复杂生产系统进行效率评价,是改善其生产效率的基础.针对非独立并联结构生产系统的效率评价问题开展研究.首先,将两阶段非独立并联生产系统等价为先并联后串联结构的混联生产系统;其次,将混联生产系统的整体效率定义为各串联子系统效率的乘积,而各个串联子系统的效率则定义为内部各并联子系统效率的加权和,并给出了对应的DEA效率评价模型;最后,有关定理和算例分析证实了该模型能更合理地评价此类生产系统的技术效率,能够更大程度地挖掘系统整体性能改善的潜力.     

Integrated framework for robustness analysis using ratio-based efficiency model with application to evaluation of Polish airports

We consider a problem of evaluating efficiency of Decision Making Units (DMUs) based on their deterministic performance on multiple consumed inputs and multiple produced outputs. We apply a ratio-based efficiency measure, and account for the Decision Maker׳s preference information representable with linear constraints involving input/output weights. We analyze the set of all feasible weights to answer various robustness concerns by deriving: (1) extreme efficiency scores and (2) extreme efficiency ranks for each DMU, (3) possible and necessary efficiency preference relations for pairs of DMUs, (4) efficiency distribution, (5) efficiency rank acceptability indices, and (6) pairwise efficiency outranking indices. The proposed hybrid approach combines and extends previous results from Ratio-based Efficiency Analysis and the SMAA-D method. The practical managerial implications are derived from the complementary character of accounted perspectives on DMUs׳ efficiencies. We present an innovative open-source software implementing an integrated framework for robustness analysis using a ratio-based efficiency model on the diviz platform. The proposed approach is applied to a real-world problem of evaluating efficiency of Polish airports. We consider four inputs related to the capacities of a terminal, runways, and an apron, and to the airport׳s catchment area, and two outputs concerning passenger traffic and number of aircraft movements. We present how the results can be affected by integrating the weight constraints and eliminating outlier DMUs.     

An integrated model for slack-based measure of super-efficiency in additive DEA

As a non-radial approach, a super-efficiency model, Super SBM, was proposed by Tone [15] to rank efficient DMUs. Du et al. [7] extends the Super SBM model to the additive (slacks-based) DEA model. To obtain the super-efficiencies of the DMUs, one needs to identify the efficient DMUs first and then apply the additive super-efficiency model to those efficient DMUs. In this paper, we propose an integrated model so that the efficiencies of the inefficient DMUs and the super-efficiencies of the efficient DMUs can be obtained by a single model. The efficiency scores obtained by our integrated model are the same as those obtained by Du et al. [7] and the additive DEA model.     

Multi-output profit efficiency and directional distance functions

We extend a recently developed DEA methodology for cost efficiency analysis towards profit efficiency settings. This establishes a novel DEA toolkit for profit efficiency assessments in situations with multiple inputs and multiple outputs. A distinguishing feature of our methodology is that it assumes output-specific production technologies. In addition, the methodology accounts for the use of joint inputs, and explicitly includes information on the allocation of inputs to individual outputs. We also establish a dual relationship between our multi-output profit inefficiency measure and a technical inefficiency measure that takes the form of a multi-output directional distance function. Finally, we demonstrate the empirical usefulness of our methodology by an empirical application to a large service company.     

Evaluating the efficiency of dual-use technology development programs from the R&D and socio-economic perspectives

This study applies a network data envelopment analysis model called network slacks-based measure (NSBM) to examine the R&D efficiency and socio-economic efficiency of Taiwan's dual-use (military and general public) technology development programs. We also employ the additive super-efficiency model to distinguish programs at different stages and conduct an analysis on the strengths and weaknesses of internal resource utilization. The results of this study show that the R&D efficiency is substantially higher than the socio-economic efficiency. Among the dual-use technology development programs, material and chemical engineering programs demonstrate relatively higher performance. This study provides insights into the policy of resource utilization.     

Economic efficiency when prices are not fixed: disentangling quantity and price efficiency

This paper proposes an approach to compute cost efficiency in contexts where units can adjust input quantities and to some degree prices so that through their joint determination they can minimise the aggregate cost of the outputs they secure. The model developed is based on the data envelopment analysis (DEA) framework and can accommodate situations where the degree of influence over prices ranges from minimal to considerable. When units cannot influence prices at all the model proposed reduces to the standard cost efficiency DEA model for the case where prices are taken as exogenous. In addition to the cost efficiency model, we introduce an additive decomposition of potential cost savings into a quantity and a price component, based on Bennet indicators.     

A generalisation of the Farrell cost efficiency measure applicable to non-fully competitive settings

This paper enhances cost efficiency measurement methods to account for situations where the input prices can depend on negotiation or tend to qualitatively differentiate the resources available at each decision making unit. In these circumstances, there are some shortcomings in the cost efficiency measure described in the data envelopment analysis (DEA) literature. This paper proposes new models and measures for cost efficiency evaluation that overcome the limitations of the existing DEA models. The applicability of the measures developed is illustrated in the context of the analysis of bank branch performance.     

Stochastic efficiency analysis with a reliability consideration

Stochastic Data Envelopment Analysis (DEA) models have been introduced in the literature to assess the performance of operating entities with random input and output data. A stochastic DEA model with a reliability constraint is proposed in this study that maximizes the lower bound of an entity׳s efficiency score with some pre-selected probability. We define the concept of stochastic efficiency and develop a solution procedure. The economic interpretations of the stochastic efficiency index are presented when the inputs and outputs of each entity follow a multivariate joint normal distribution.     

商业银行运营效率的综合评价与敏感度分析

对商业银行的盈利能力与服务水平进行综合评价,提出了新的评价模型,并结合安徽某商业银行的实例对评价方法进行了演示,所做的敏感度分析有助于决策者改进综合效率.