CAJ | 학술논문

随机前沿模型是测算技术效率的重要方法之一。通常,模型假设生产单元之间彼此独立,然而在技术扩散过程中,空间外部性起着重要作用。文章结合随机前沿模型理论与空间经济计量分析方法,构建空间面板随机前沿模型,同时考虑空间滞后因变量和空间误差自相关,并逐步放松模型设定条件,首先考虑技术效率时变,接着引入技术无效率项的异方差性,之后考虑观察数据中潜在的截面异质性,分别以引入随机截面特有项和设定随机系数的形式来表示截面异质性。针对各种模型设定提出相应的参数估计方法,最后给出技术效率的估计。
수궤전연모형시측산기술효솔적중요방법지일。통상,모형가설생산단원지간피차독립,연이재기술확산과정중,공간외부성기착중요작용。문장결합수궤전연모형이론여공간경제계량분석방법,구건공간면판수궤전연모형,동시고필공간체후인변량화공간오차자상관,병축보방송모형설정조건,수선고필기술효솔시변,접착인입기술무효솔항적이방차성,지후고필관찰수거중잠재적절면이질성,분별이인입수궤절면특유항화설정수궤계수적형식래표시절면이질성。침대각충모형설정제출상응적삼수고계방법,최후급출기술효솔적고계。
Stochastic frontier model is one of important methods for measuring technical efficiency.Generally,the model assumes that production units are independent of each other.However,spatial externalities play an important role in diffusing technical progress and points in space are co-related.By combining stochastic frontier production theory with spatial econometric analysis,we propose a spatial panel stochastic frontier model in which both of spatially lagged dependent variables and spatially autoregressive error terms are considered,at the same time,we relax the model assumptions that seem to be strong ones.Firstly,time-varying technical efficiency model is analyzed.Secondly,the consequence of heteroskedasticity in the technical inefficiency is investigated.Then,we consider some extensions that account for the latent cross unit heterogeneity.Explicit models for unmeasured cross unit heterogeneity are built into the stochastic frontier.Estimation methods for various kinds of reformulated models are presented.Finally,we focus on the estimation and comparison of technical efficiency measures.