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| 研究生： |
林嘉偉 Lin, Chia-Wei |
|---|---|
| 論文名稱： |
運用貝氏方法估計方向距離函數─考慮環境變數、單調性與曲度限制下之效率分析 A Bayesian Approach to Imposing Monotonicity and Curvature on Directional Distance Function with Environmental Variables |
| 指導教授： |
黃台心
Huang, Tai-Hsin |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 金融學系 Department of Money and Banking |
| 論文出版年： | 2016 |
| 畢業學年度： | 105 |
| 語文別： | 中文 |
| 論文頁數： | 98 |
| 中文關鍵詞： | 貝氏方法 、方向距離函數 、非意欲產出 、單調性與曲度限制 、環境變數 、效率分數 、技術進步率 |
| 相關次數： | 點閱：154 下載：7 |
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本文以貝氏方法估計方向距離函數，加入單調性與曲度限制，同時考慮環境變數於模型中。為了凸顯考慮非意欲產出方向距離函數的優點，本文同時估計產出面射線距離函數，並與方向距離函數模型比較。實證分析資料為1970至2010年間各國總體經濟變數，分別在有無加入限制條件與環境變數的狀況下，估計兩種距離函數，從無效率值、效率分數與技術進步率等角度分析彼此間的差異。發現射線距離函數模型由於忽略非意欲產出，傾向高估生產單位的技術效率。另一方面，其係數估計值容易違反射線距離函數的先天性質，較不具參考性。而方向距離函數模型當中，有無加入限制條件與有無考慮環境變數的模型結果各不相同，其中同時加入限制條件與環境變數的模型結果最為合理。
第一章 緒論 1
第一節 研究背景 1
第二節 研究目的 3
第三節 研究流程 4
第二章 文獻回顧 5
第一節 以貝氏方法估計距離函數 5
第二節 環境變數 9
第三章 研究方法 11
第一節 方向距離函數 11
第二節 射線距離函數 18
第三節 貝氏方法 23
第四節 環境變數 32
第四章 資料與套裝軟體 38
第一節 資料 38
第二節 套裝軟體 42
第五章 實證結果 44
第一節 方向距離函數模型 44
第二節 射線距離函數模型 67
第三節 方向距離函數模型與射線距離函數模型比較 82
第六章 結論與未來研究方向 84
第一節 結論 84
第二節 未來研究方向 85
附錄 86
參考文獻 93
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