本論文嘗試解決在文獻上估計生產函數時所產生內生性及樣本選擇的問題。在模型設定上，我允許生產函數存在未觀察到的生產力，並引入技術無效率。在隨機邊際模型架構下，我利用 Olley and Pakes (1996) 及 Levinsohn and Petrin (2003) 所提之演算法先行解決內生性的問題。之後再利用關聯結構法 (copula method) 將樣本選擇問題考慮至生產函數中。如此，既可解決生產函數時所產生內生性及樣本選擇的問題，又可在此基礎上估計技術效率值。另外，根據本文所提之估計方法基礎下，我們透過共同邊界分析法 (metafrontier analysis) 比較留下 (stayer) 與離開 (exit) 市場廠商的技術效率與技術差距比率 (technology gap ratio, TGR)。 / Plants in Taiwan’s manufacturing are characterized as small- and medium-size with frequent exit and entry and the scale of survivors varies considerably with business cycles. Plants' choices on whether to exit or to stay and continuing plants' options on input quantities count on both technical efficiency and productivity. This entails a selection and a simultaneity problems in the estimation of production frontiers. This dissertation proposes a new approach to solve both issues under the framework of the stochastic frontier approach. More specific, we extend Olley and Pakes' (1996) and Levinsohn and Petrin's (2003) approaches to a stochastic production frontier and use copula methods to deal with simultaneity and selection at the same time. Based on the proposed method, we further conduct a metafrontier analysis to compare the technical efficiency and technology gap ratio between exit and continuing firms, which are operating under different technologies and subject to simultaneity and selection. The data of Taiwan’s electronic and food products industries are arbitrarily chosen to illustrate our empirics. Some results are obtained in this dissertation: first, the proposed model solves the problems of simultaneity and selectivity in the production function that exists in ordinary least square estimation; second, there is a serious downward bias in technical efficiency when the conventional stochastic frontier approach ignores simultaneity or sample selection problem; third, the results of metafrontier analysis find that, there is little difference in technology gap ratio between exit and continuing firms. The primary determinant on whether a firm can keep operating in the industry is its managerial ability, rather than its adoption of technology.

La exposición de las contribuciones al análisis estocástico de la eficiencia técnica de este trabajo de investigación, requiere que: en el primer capítulo se definan los conceptos básicos para la comprensión de los capítulos dos y tres. Además y para la formulación de los problemas que han dado origen a este trabajo, se presenta también en este capítulo una breve revisión de las técnicas de estimación de la eficiencia técnica y de la productividad.Dentro de estas técnicas y debido a la gran flexibilidad funcional que proporciona, nos hemos centrado en la estimación no paramétrica y más en concreto en mejorar la inferencia estadística de sus estimaciones. Es por ello que el segundo de los aspectos que se trata es la inferencia estadística que se debería de efectuar en el análisis de la envolvente de datos, habitualmente denominado con el acrónimo DEA. El análisis estadístico es sistemáticamente "olvidado" en casi todos los trabajos que aplican esta técnica, y tal y como mostramos en este apartado, según se incorpore o no inferencia estadística al DEA la interpretación de los resultados es diferente. En el tercer apartado y continuando en la línea de mejorar las herramientas de inferencia estadística en el ámbito no paramétrico, presentamos un nuevo contraste basado en simetría condicional para evaluar consistentemente la ineficiencia técnica de cada uno de los productores. Este contraste relaja algunos de los supuestos funcionales de otros contrastes anteriores y a diferencia de los contrastes basados en los momentos, es consistente con todo tipo de distribuciones de la ineficiencia. / This thesis provides in the first chapter a brief review of efficiency and productivity methods. Secondly we examine how to analyze efficiency and productivity by DEA and we apply the method for the Spanish airports in the period 1992-94. Although the time period analyzed is fairly short, we study the impact of the crisis in the productivity of Spanish airports. We apply the Malmquist index since among its other advantages this ratio allows for the decomposition of total productivity changes into different sources of variation. We also use resampling methods to gain statistical precision and the bootstrap analysis yields further evidence given that for many airports efficiency and productivity is not statistically significant.In standard deterministic frontier analysis, either DEA or FDH techniques allowed to determinate inefficient units just but taking some measure between the estimated frontier and the related output. Unfortunately, when we assume that some symmetric noise is present in the data, then the previous task becomes much harder. The problem is that in this setting noise and efficiency are not identified and therefore, without an statistical tool it is impossible to decide whether a firm is efficient or not. In the third chapter we propose a test for efficiency in a stochastic nonparametric frontier analysis. Under weak conditions on the specification of the production frontier, and the null hypothesis of efficiency, we provide the asymptotic distribution of the test statistic. Furthermore we show the test is consistent against a broad set of alternatives of inefficiency. Evidence of the good properties of the test is given by a simulation study.

No description available.

本研究以2000至2012年台灣地區26間人壽保險公司的不平衡縱橫資料，運用網絡隨機邊界分析法將壽險業的生產過程分為行銷與投資兩階段進行效率評估，並利用估計結果計算規模彈性與成本彈性探討台灣壽險業的生產特性，附帶分析跨期技術變動率，最後比較不同分組的壽險公司間經營效率是否存在差異。 實證結果發現壽險公司在行銷活動過程投入較少的內勤員工與較多的固定資產，在投資階段則相反，投入較多的內勤員工與較少的固定資產，與壽險公司實際運作情況相符；此外，投資階段的效率優於第一階段的行銷效率。整體台灣壽險業受到2008年金融風暴影響導致經營效率下降，國內壽險公司在經營效率上優於外商壽險分公司，金控壽險公司生產技術效率優於非金控壽險公司，1993年後成立的新壽險公司生產技術效率平均優於傳統舊壽險公司。 / This paper uses the copula-based network SFA model developed by Huang et al. (2013) to estimate the technical efficiency of Taiwan’s life insurance companies over the period 2000-2012. Under this framework, life insurance companies produce premium income as intermediate product which is one of input factors to produce investment income. The empirical analysis concluded: (a) life insurers use little internal staff in first stage, (b) domestic life insurers have both high technical efficiency and cost efficiency in comparison with foreign life insurers, (c) financial holding life insurers have greater technical efficiency than those of not from financial holding insurers, and (d) new life insurers have higher technical efficiency than old life insurers.

傳統參數隨機成本邊界模型需事先假設其函數型態，但真正的函數型態未知，若是假設錯誤的函數型態可能存在模型設定誤差，另外過去估計成本函數時，大多著重於技術效率的衡量，而忽略配置效率，如此一來，將導致模型參數估計產生偏誤，影響後來效率的計算。基於上述的問題，本研究將應用半參數隨機成本邊界模型且同時考量技術效率與配置效率，不但函數設定具有彈性且能正確的衡量效率值，然而在考量配置效率的衡量後，增加模型估計的困難度，使得估計收斂不易，因此本研究提出一個五階段的估計步驟，應用蒙地卡羅模擬進行分析，該估計步驟不但能簡化估計且能得到技術與配置效率的一致性估計。最後則將本研究提出的估計方法應用在實證研究上，探討14個東歐國家在轉型期間其技術與配置效率的衡量，使用不平衡縱橫資料，共340家商業銀行進行實證分析。 / Conventional parametric stochastic cost frontier models are likely to suffer from biased inferences due to misspecification and the ignorance of allocative efficiency (AE). To fill up the gap in the literature, this article proposes a semiparametric stochastic cost frontier with shadow input prices that combines a parametric portion with a nonparametric portion and that allows for the presence of both technical efficiency (TE) and AE. The introduction of AE and the nonparametric function into the cost function complicates substantially the estimation procedure. We develop a new estimation procedure that leads to consistent estimators and valid TE and AE measures, which are proved by conducting Monte Carlo simulations. An empirical study using unbalanced panel data on 340 commercial banks from 14 East European countries over the period 1993-2004 is performed to help shed some light on the usefulness of our procedure.

本文研究目的，在於探討台灣資訊科技（information technology）產業廠商的研發資本存量及產業內（intra-industry）研發資本存量的外溢效果（spillover effect）對於生產技術效率的影響。文中所採用的資料，主要來自於台灣經濟新報資料庫及廠商的財務報表，利用1997-2003年402家於台灣證券交易所上市及上櫃廠商的財務資料，並對Battese and Coelli（1995）所提出隨機邊界生產函數（stochastic frontier production function）與技術無效率效果（technical inefficiency effect）模型，同時進行實證估計。本文主要研究發現為，不論是以整體IT產業的廠商來看，或是分別就電腦硬體產業、半導體產業、通訊產業及光電產業的廠商來看，產業內R&D資本的外溢對於廠商的生產技術效率有正向的影響。但廠商自身的R&D資本存量對於其生產技術效率卻無顯著的影響，而軟體產業的廠商，卻現負面影響。另外，台灣IT產業廠商亦存在著技術進步的情形，但其技術效率則隨著時間而遞減。再則，本文研究也發現，台灣的IT產業中，半導體產業的廠商在生產技術效率方面表現最好，光電產業的廠商則最差。此外，上市廠商的技術效率較上櫃廠商佳。而有在科學園區設立工廠的廠商，除了半導體產業的廠商之外，其他四個產業的在科學工業園區設立工廠的廠商生產技術效率與未於科學園區設立工廠的廠商並無顯著差異。 / This paper aims to investigate the influence of and intra-industry spillovers of R&D spending on firm’s technical efficiency of production in Taiwan’s information technology (IT) industry. Firm-level panel data of 402 firms in IT industry from 1997~2003 provided by Taiwan Economic Journal (TEJ) data bank and the stochastic frontier production function and technical inefficiency function proposed by Battese and Coelli (1995) are adopted in this study. The primary finding of this study is that the intra-industry spillovers of R&D spending on firm’s technical efficiency exist in Taiwan’s IT industry. This finding also exists in sub-industries of IT industry: computer hardware industry, semi-conductor industry, software industry, telecom industry, and photoelectric industry. However, influence of R&D capital on firm’s technical efficiency is insignificant in whole IT industry in Taiwan. Besides, in the period, there are technical advancements in firms of whole IT industry. Finally, the performance of the IT firms inside the Science Park is insignificant better than the firms outside in terms of technical efficiency, but excluding semi-conductor firms.

本文採用一階段隨機邊界分析方法，建立一多投入多產出之投入距離函數模型，衡量民國81~91年間台灣66家國際觀光旅館經營之相對技術效率，同時探討造成不效率之因素。並利用投入導向Malmquist生產力指數進一步分析國際觀光旅館產業生產力改變的原因與幅度。 整體而言，台灣國際觀光旅館產業之經營效率大致呈現緩慢進步之趨勢。造成整體產業生產力提升之原因，主要為業者對於投入產出配置使用之效率改善，而非生產技術進步。除了整體經濟景氣因素當然影響觀光產業之興衰外，個別國際觀光旅館業者之效率表現仍受到許多因素影響。諸如規模、國際化程度等內部原因，及旅館是否位處風景區、所在地縣市政府對觀光發展投注之資源預算和該地市場競爭程度等外在因素。 從政府政策方面來分析，若以整體國際觀光旅館產業經營效率來衡量我國觀光產業興衰，民國87年隔週休二日政策及民國90年實施之全面週休二日政策，的確有效帶動國人休閒旅遊之風潮，促進國內觀光發展。而各縣市政府觀光相關支出與國際觀光旅館生產力變動之關係，呈現正向相關，則表示政府支出增加有助於觀光產業蓬勃發展，並增加國際觀光旅館之經營效率。由於觀光產業生產具外部性，政府積極利用觀光產業以帶動經濟景氣繁榮成長的政策應當可行。 / In this paper a multi-output, multi-input and input oriented distance function is built by one-stage stochastic frontier approach (Battese and Coelli, 1995) to estimate the relative efficiency of the 66 international tourist hotels in Taiwan in 1992~2002 and to explore the determinants of technical efficiency. In addition, the Malmquist productivity index model is used to analyze the range and the causes of the productivity changed. The results reveal that managerial efficiency of international tourist hotel industry improves gradually. The productivity growth can be attributed to efficiency gains, but not the effects of technical progress. There are significant differences in efficiency due to difference not only in the macroeconomic situation, but also in many other individual factors, such as scale, joining an international chain, located in scenic area, local government other economic service expenditure and competitiveness. Analyzing the government policy, the implementations of two-day-off twice a month policy in 1998 and two-day-off per week policy in 2001 have fostered domestic traveling and expanded tourist hotel industry. The local government other economic service expenditure has positive effect on efficiency of international tourist hotels. That is to say, increasing in local government tourist expenditure will promote tourism market and improve efficiency of a hotel. Because of the production externality in tourism industry the idea that government tries to promote tourism to benefit economic development would be workable.

In this work were investigated the spatial variability existent on the soil attributes utilized for soil fertility evaluation and its grade of participation on the yield crop variability. An experiment was conducted over five years (2000 to 2005) in an area of 57 ha in the municipality of Palmeira das Missões in a Latossolo Vermelho distrófico típico (EMBRAPA, 1999). Geopositioned soil samples were collected in May 2002, with a regular grid of 100x100 meters and at a depth of 0 to 10 cm. Yield data of soybean 2000/01, corn 2001/02, wheat 2002, soybean 2002/03, wheat 2003, soybean 2003/04 and corn 2004/05 were analyzed. The yield data was collected with a machine equipped with a system that take and register georeferenced data. Yield averages for each soil sample point were calculated, using yield data collected at a radius of 30 meters around the point. The yield and soil data were analyzed using the Pearson correlation Matrix. Average quadratic polynomial equations were calculated for the yields of soybean 2001/02 and 2003/03, where the nutrient pH, Organic Mater (OM), Phosphorus (P) and yield average were divided into five categories: very low (VL), low (L), mean (M), high (H) and very high (VH). For P was used categories proposed by Schlindwein (2003), for pH and OM are used categories adapted from Comissão (2004). Maximum efficiency technical (MET) and maximum economical efficiency (MEE)considering 90% of relative yield are calculated using the adjusted equations. A small correlation was found between the soil chemical attributes and the yield productivity. A negative correlation from 0,25 to 0,46 was found between the clay texture and corn yield 2005 and soybean yield 2004 respectively. The average soybean yield response to soil attributes curves shows the values of maximum technical efficiency (MTE) of the attributes in the soil. The MTE for P, pH and OM are 14,4 mg dm-3; 5.9 and 4.1%, respectively. Higher values of MTE can reduce the crop yield. The MEE for P, pH and OM are 4,4 mg dm -3; 5.5 e 3.2%, respectively. / Neste trabalho foi investigada a variabilidade espacial existente nos atributos do solo utilizados na avaliação da fertilidade dos solos, bem como seu grau de participação na variabilidade da produtividade das culturas. Foi conduzido um experimento por 5 anos (2000 a 2005) em uma área comercial de 57 ha no município de Palmeira das Missões em um Latossolo Vermelho distrófico típico (EMBRAPA, 1999). Em maio de 2002 foram coletadas amostras de solo georeferenciadas em malha regular de 100 x 100 metros a uma profundidade de 0 a 10 cm. As safras de soja 2000/01, milho 2001/02, soja 2002/03, trigo 2003, soja 2003/04 e milho 2004/05 foram analisadas. Os dados de produtividade foram coletados com uma colhedoura com sistema de tomada e registro de informações georeferenciadas. Para cada ponto de coleta de solo foi calculada uma produtividade média utilizando-se os dados num raio de 30 m ao redor do ponto. Os dados de produtividade e solo foram analisadas pela matriz de correlação de Pearson. Para a cultura da soja nas safras de 2000/01 e 2002/03 foram determinadas equações polinomiais quadráticas médias, onde se determinou os valores médios do pH, matéria orgânica (MO), fósforo (P) e da produtividade para cinco classes: muito baixa (MB), baixa (B), média (M), alta (A) e muito alta (MA). Para o fósforo foram adotadas as classes propostas por Schlindwein, (2003) e para pH e MO usou-se classes adaptadas da Comissão (2004). Através das equações ajustadas foi calculado a máxima eficiêcia técnica (MET) e a máxima eficiencia economica MEE) que foi obtida considerando 90 % do rendimento relativo. Os atributos químicos do solo e a produtividade apresentaram baixas correlações. A argila apresentou correlação negativa de 0.25 a 0.46 com as produtividades de milho 2005 e soja 2004 respectivamente. Os valores de MET para P, pH e MO foram de 14,4 mg dm-3; 5,9 e 4,1%, respectivamente. Valores acima destes, podem incorrer em decréscimo de produtividade. A MEE para P, pH e MO foram de 4,4 mg dm-3; 5,5 e 3,2%, respectivamente.

Made available in DSpace on 2017-07-10T18:33:35Z (GMT). No. of bitstreams: 1 Alex Donega.pdf: 1640689 bytes, checksum: c3b70e0c374b81d46b9b19626c96910e (MD5) Previous issue date: 2016-09-05 / : Agriculture is considered an economic activity which contributes significantly to the production of part of the wealth earned in Parana state. In this way, the research on the efficiency of agriculture activity from the point of view of production costs becomes important, in order to know which costs can be reduced, to determine the possible constraints of inefficiency and to indicate the ways to increase efficiency, through the presentation of efficient and inefficient DMUs. Operations with machines, inputs, post-harvest, financial expenses and factor incomes are the input variables, and the final cost price of the sack is the output variable. The DEA model used is the output oriented BBC. The results show that 55.56% of the soybean crop, 38.89% of the wheat crop and 37.5% of the corn crop presented problems of efficiency in production costs during the studied period. It is possible to infer at least four possible explanations for the high level of inefficiency, namely: 1) Direct influence of the exchange rate on the price of herbicides, fertilizers and seeds (input); 2) Deficit in the static capacity of warehouses in Parana state; 3) Ratio between the variable "Financial Expenses" and the floating interest rate (SELIC rate); 4) Decrease in the sack price of the three commodities which coincides with a decrease in the efficiency of the crops. / A agrícultura é considerada uma atividade econômica que contribui significativamente para a produção de parte da riqueza auferida no Estado do Paraná. Desta forma, a investigação sobre a eficiência desta atividade sob a óptica dos custos de produção torna-se importante, a fim de se conhecer quais custos podem ser reduzidos, determinar os possíveis condicionantes da ineficiência e indicar os caminhos para o aumento da eficiência, por meio da apresentação de DMU s eficientes e ineficientes. As operações com máquinas, insumos, pós-colheita, despesas financeiras e rendas de fatores são as variáveis inputs e o preço final de custo da saca é a variável output. O modelo DEA empregado é o BBC com orientação por output. Os resultados remetem a interpretação de que 55,56% da safra da soja, 38,89% da safra do trigo e 37,5% da safra do milho dos anos pesquisados demonstraram problemas de eficiência nos custos de produção. É possível inferir ao menos quatro possíveis explicações para o alto nível de ineficiência, à saber: 1) Influência direta da taxa de câmbio no preço dos herbicidas, fertilizantes e sementes (input insumos); 2) Déficit na capacidade estática dos armazéns no Estado do Paraná; 3) Relação existente entre a variável "Despesa Financeira" e a taxa SELIC; 4) Queda do preço da saca das três commodities que coincide com uma queda na eficiência das safras.

No description available.