Stochastic approximation methods in linear regression models (with consideration of errors in the regressors) 1

Usually, the dependence in stationary processes is described by a set of coefficients. In this paper, a measure of dependence is proposed which can be used instead of the autocorrelation function, and another measure for the dependence between two processes instead of cross-correlation function and coherence coefficients. In the end, an improvement of extrapolation of a process is investigated which is caused by the knowledge of another related process.     

人—信息系统交互效率的影响因素及测度模型研究

人—信息系统交互效率是企业信息化背景下企业效率的重要组成部分。通过分析人—信息系统交互效率的内涵,提出了交互效率的影响因素分析框架和人—信息系统的影响因素,并通过问卷调查的方法收集到实际数据,在数据分析的基础上识别出影响交互效率的关键性因素,构建了人—信息系统交互效率的测度模型并进行了验证性分析。     

我国税收超增长的因素分解——基于随机生产边界模型的实证研究

利用我国31个省区1997—2009年面板数据建立随机生产边界模型,运用K-L方法进行税收的全要素生产率增长分解,结果表明:我国税收征管效率连年大幅提高是税收超增长的主要原因,潜在税基的扩张(即前沿面的外移)是税收超增长的第二推动力量;而从规模效率上来看,税收增长表现出经济发展的规模效率和人力投入的规模无效率,总体贡献值在2000年以后常年为负。应提高税收征管技术效率,进一步发挥技术进步在税收增长中的作用;并精简机构,控制税务人员数量。     

Gains by the common structural variance

Consider a linear simultaneous equations model with a structural change. We present gains by the common structural variance in identification and asymptotic efficiency of the limited information maximum likelihood (LIML) estimator of structural coefficients in two regimes. The gains are obtained by comparing two LIML estimators derived with and without the common structural variance restriction.     

产权性质、大股东控制程度与投资效率--基于Shapley指数的实证研究

在全球金融危机的背景下,企业面临着不同程度的融资约束,这种约束势必会对企业的投资效率产生影响,本文选用基于海洋博弈模型（ Oceanic Games）的Shapley指数来测度大股东控制度,研究了后股权分置时代上市公司股权结构对投资效率的影响。研究发现,金融危机背景下,我国上市公司整体而言存在一定程度的投资不足,特别是非政府控制上市公司,而大股东投资决策的积极参与,能够在很大程度上缓解企业因融资约束而面临的投资不足问题,大股东的这种积极作用在非政府控制企业中更为显著。这些研究结果表明在企业面临发展困境时,大股东的自身资源和决策对企业的发展起着重要的作用。     

网络时代零售业上市公司效率及微观影响因素的实证研究

文章选取36家已建立网上渠道的零售业上市公司和10家未开通网上渠道的零售上市公司2010-2013年的投入产出数据,采用数据包络分析(DEA)方法,对采取线上线下渠道的零售企业的效率进行比较分析,结果显示,36家开通网上渠道的零售业上市公司的TFP指数为1.031,远高于10家未开通网上渠道的零售企业的全要素生产率(TFP)指数0.892.为进一步验证渠道因素对零售企业效率的影响,将46家零售上市公司的TFP作为因变量,通过Tobit回归,对影响零售业上市公司效率的微观因素进行分析,研究表明,股权集中度、存货周转率及渠道因素与零售业效率正相关;资产负债率与零售业效率负相关;股权制衡度对零售效率的影响不显著.     

小农户家庭禀赋对农业经营技术效率的影响

基于1 314户农户调查的微观数据,采用超越对数生产函数的随机前沿模型,分析了自发性农地流转后小农户家庭禀赋对农业经营技术效率的影响。研究表明:自发性土地流转之后,农户的经营土地规模、农户可支配资金以及受教育程度都与农户经营技术效率存在显著的正向关系;但担任村干部的农户与普通农户相比并没有体现出经营技术效率的显著差异;同时,农户对农机具的投入和非农收入越高,其家庭经营水平更趋向于低效率;随后,分析了其中的原因并提出相应的政策建议。     

休闲农业的组织模式及其效率评价

休闲农业发展及其产业组织演进具有复杂性,必须采用一体化的思路来优化扶持政策和激励措施。基于全国主要省市休闲农业经营主体的微观数据,使用特恩奎斯特指数,对农家乐及农家乐专业村、休闲农庄、休闲农业园区和民俗村等产业主体经营绩效进行评价,以期明确中国休闲农业的最优发展模式,进而确定政策扶持的切入点和优先序。分析表明,我国休闲农业生产效率总体上呈现东部高西部低的特点;农家乐在经营主体数量上占绝对优势,经营绩效明显低于休闲农庄和休闲农业园区;休闲农业园区具有经营规模和竞争力优势;休闲农庄作为介于农家乐和休闲农业园区的中间形式,在乡村旅游年接待规模上具有优势;民俗文化村(镇)现有规模较小,但发展潜力很大,农家乐、休闲农庄、休闲农业园区和民俗村的全要素生产率依次递减。     

Benchmarking of maintenance and outage repair in an electricity distribution company using the value-based DEA method

Benchmarking of electricity distribution utilities has been widely used as a means to contribute for the adoption or reinforcement of enhanced competitiveness and innovation practices to optimize costs, increase customer satisfaction, improve corporate image and maximize profits. The purpose of this paper is to present a benchmarking study for the maintenance and outage repair activity carried out by a Portuguese electricity distribution company, EDP Distribuição (EDP-D), using the value-based DEA method, which builds on links between data envelopment analysis (DEA) and multiple criteria decision analysis (MCDA). This study illustrates the impact of the incorporation of managerial preferences in the classification and ranking of 40 network areas served by EDP-D, confronting the results with a previous study based on a BCC DEA model. In order to deal with the underlying uncertainty, the value-based DEA method for performance evaluation is adapted to include the concept of super-efficiency. Besides identifying best practices, sources of inefficiency, gaps relatively to best practices and opportunities for improvement, this analysis supports the introduction of corrective measures and informs decisions about future goals.