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題名:生產效率估計之非線性考量:平滑轉換迴歸在臺灣農業部門生產效率估計之應用
書刊名:農業經濟半年刊
作者:楊奕農 引用關係楊明憲 引用關係
作者(外文):Yang, Yi-nungYang, Ming-hsien
出版日期:2003
卷期:74
頁次:頁1-22
主題關鍵詞:生產效率平滑轉換迴歸臺灣農業部門邊界生產函數Production efficiencySmooth transition regressionProduction frontierAgricultural sector in taiwan
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(6) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:6
  • 共同引用共同引用:5
  • 點閱點閱:34
     過去研究生產效率的文獻都是以線性的生產函數或成本函數迴歸模型為基礎,而線性的迴歸模型卻同時隱含迴歸係數為常數的假設。這樣的假設無法適用於樣本資料跨長期之時間序列模型,因為模型中可能存在結構性轉變。因此,本文利用Granger and Terasvirta(1993)所提出非線性之STR模型,結合定性邊界法來估計臺灣農業部門之生產效率,並與以線性OLS模型之估計結果進行比較。實證結果發現,以CD生產函數為基本模型,再結合STR模型的估計結果,其對產出的解釋力較線性OLS模型為佳。本文也發現以線性OLS模型所估計之臺灣農業部門生產效率,自1960年代以後顯示呈現逐漸下降,到了1980年代中,又很快回升到最高的效率水準,在1990年以後,則又有下滑的走勢。而以LSTR模型所估計之率的變化來看,我們發現自1960年起至1999年,臺灣農業部門之生產效率並無明顯的上升或下降趨勢,估計值約莫在90%∼100%之間變動。這顯示臺灣農業部門生產效率,變化程度應該是相當穩定的,平均維持在96%之間,亦無效率之程度僅約4%。
     Most of the past studies on production efficiency were based on the assumption of linearity in production functions. A linear production functions implicitly assumes constancy in coefficients of the empirical specification of linear regression of the production function. Such assumptions of constancy in coefficients of regression are particularly inadequate in modeling empirical analysis with long time series data due to possible structural changes in the model specifications. Compared with the OLS estimation under the assumption of constancy in coefficients of regression, this paper proposes to employ Granger and Terasvirta's(1993)STR model and deterministic frontier approach to consider the possible structural changes in estimating production efficiency of the agricultural sector in Taiwan. It is shown that the results of the STR estimation outperform the one of the OLS estimation by using the Cobb-Douglas productionas the underlying model. The empirical results also show that the changes in production efficiency in the agricultural sector of Taiwan were rather smooth from 1960 to 1999. It indicates that production efficiency of Taiwan's agricultural sector varied around 90%-100% and the average estimated infficiency was 4%.
期刊論文
1.Hall, B. H.、Mairesse, J.(1995)。Exploring the Relationship between R&D and Productivity in French Manufacturing Firms。Journal of Econometrics,65(1),263-294。  new window
2.Aw, B. Y.、Batra, G.(1998)。Technological capability and firm efficiency in Taiwan。World Bank Economic Review,12(1),59-79。  new window
3.Craycraft, C.(1999)。A review of statistical techniques in measuring efficiency。Journal of Public Budgeting Accounting & Financial Management,11(1),19-27。  new window
4.Griliches, Z.(1986)。Productivity, R&D, and Basic Research at the Firm Level in the 1970s。The American Economic Review,76(1),141-154。  new window
5.李文福(19910600)。臺灣製造業總要素生產力、技術進步與技術效率。自由中國之工業,75(6),21-34。new window  延伸查詢new window
6.李文福(19910700)。臺灣製造業總要素生產力、技術進步與技術效率。自由中國之工業,76(1),29-52。new window  延伸查詢new window
7.Eitrheim, Ǿ.、Teräsvirta, T.(1996)。Testing the Adequacy of Smooth Transition Autoregressive Models。Journal of Econometrics,74,59-75。  new window
8.Chow, Gregory C.(1960)。Tests of Equality Between Sets of Coefficients in Two Linear Regressions。Econometrica,28(3),531-534。  new window
9.Teräsvirta, Timo(1994)。Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models。Journal of the American Statistical Association,89(425),208-218。  new window
10.Sarantis, Nicholas(1999)。Modeling Non-linearities in Real Effective Exchange Rates。Journal of International Money and Finance,18(1),27-45。  new window
11.Kuroda, Y.(1997)。公共研究及推廣活動對臺灣稻作生產之影響:1976-93。農業經濟叢刊,3(1),97-146。  延伸查詢new window
12.Jeffrey, S. R.、Xu, Xiaosong(1998)。Efficiency and Technical Progress in Traditional and Modern Agriculture: Evidence from Rice Production in China。Agricultural Economics,18(2),157-165。  new window
13.Peel, D. A.、Taylor, M. P.(2000)。Nonlinear Adjustment, Long-run Equilibrium and Exchange Rate Funcamentals。Journal of International Money and Finance,19,33-53。  new window
14.Puig-Junoy, J.(2001)。Technical Inefficiency and Public Capital in US states: A Stochastic Frontier Approach。Journal of Regional Science,41,75-96。  new window
15.Ruggiero, J.(1999)。Efficiency Estimation and Error Decomposition in the Stochastic Frontier Model: A Monte Carlo Analysis。European Journal of Operational Research,115,555-563。  new window
16.Lin, C. J.、Terasvirta, T.(1994)。Testing the Constancy of Regression Parameters against Continuous Structural Changes。Journal of Econometrics,62,211-228。  new window
17.Kuroda, Y.(1997)。Research and Extension Expenditures and Productivity in Japanese Agriculture, 1960-1990。Agricultural Economics,16(2),111-124。  new window
研究報告
1.黃寶祚(1996)。臺灣農業投入產出流量指標與其相關經濟指標的估測研究:臺灣農業生產力相關查視指標建立。沒有紀錄。  延伸查詢new window
學位論文
1.陳建宏(1989)。知識投資--對臺灣光復後農業成長貢獻之近似衡量(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Granger, C. W. J.、Teräsvirta, T.(1993)。Modelling Nonlinear Economic Relationships。Oxford:Oxford University Press。  new window
 
 
 
 
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