Deng 和Huang (2008) 延伸了Fan et al. (1996)所提出的橫斷面資料下的半參數隨機生產邊界模型為縱橫資料下的時間變量(time-variant)半參數隨機邊界模型，其方法容許技術效率隨時間改變。本論文參考Deng 和Huang (2008)的方法，探討的是縱橫資料下時間不變量(time-invariant)半參數隨機邊界模型，文中假定的技術效率是不會隨著時間的改變而改變，並且利用無母數迴歸的技巧來建構模型組合誤差項未知參數的估計量。經由蒙地卡羅模擬研究結果發現，本文所提出的估計方法是具有一致性(consistent)，因此適合應用在隨機邊界生產函數的估計。最後採用了96間台灣電子產業公司的資料來進行實證分析。

Deng and Haung (2008) extend the semiparametric stochastic frontier model of Fan et al. (1996). A semiparametric estimation procedure suitable for the case when panel data are available is proposed and time varying technical efficiency allowed therein. This dissertation considers the extended model with panel data and time-invariant technical efficiency. The proposed semiparametric estimation procedure is similar to that of Deng and Huang (2008) and also provides consistent estimators of the model parameters as demonstrated by the Monte Carlo simulations. An empirical application of the proposed procedure, which employs the panel data from 96 Taiwanese electronic firms over the period 1996-2001, is carried out.

目 錄

第一章 文獻探討	1
第一節 技術效率的定義	1
第二節 隨機邊界模型之文獻	1
第三節 研究動機與目的	4
第二章 無母數迴歸分析簡介	6
第一節 前言	6
第二節 一維度的區域常數與區域線性估計量	7
第三節 多維度的區域常數與區域線性估計量	9
第三章 研究方法	12
第四章 蒙地卡羅模擬研究	20
第五章 實證分析	28
第六章 結論	33
參考文獻	34

表目錄
表4.1 A的蒙地卡羅模擬結果	22
表4.2 A的蒙地卡羅模擬結果	23
表4.3 樣本大小對模型A的影響結果	25
表4.4 標準差比A的影響結果	26
表5.1 樣本統計量	31
表5.2 土地的邊際生產	31
表5.3 實質投入資本的邊際生產	32

圖目錄
圖5.1 函數A的估計曲面圖	29
圖5.2 96間公司技術效率之箱型圖	32

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