基于门限面板模型的我国能源利用效率研究

根据三要素的柯布-道格拉斯生产函数,构建我国能源利用效率的门限面板模型,对2000~2014年我国30个省份(不含西藏)的样本数据,进行实证分析.研究表明:能源利用效率变量存在明显的三门限值,把我国30个省份分成四大类,不同类别的地区在能源效率和能源投入规模上存在显著差异.能源利用效率比较高的地区能源利用效率随能源投入增加而变大,而能源利用效率较低地区则相反.另外能源利用效率高的地区,能源投入规模大,能源产出弹性也大,说明在一定程度上对经济的贡献率也比较大,且未来继续靠能源拉动经济的可能性也比较大.     

中国城市公共交通行业技术效率实证研究

本文选取1999-2004年间中国城市公共交通行业的面板数据,在Cobb-Douglas函数的基础上运用随机边界法对我国城市公共交通行业的技术效率进行了考察,并从时间、地域、交通工具类型和客运规模方面,分析了该行业的效率差异及其产生原因,旨在为该行业的未来发展和管制改革提供决策依据。研究结果表明,我国城市公共交通行业技术效率情况为:近几年虽有小幅上升,但基数总体不高;东部地区技术效率偏高;客运量大和拥有轨道交通的省市的技术效率较高。     

区域资源禀赋、成本约束与农业生产效率测度

农业是我国基础产业,是保障粮食安全和经济发展的根本。根据经济发展战略要求和区域资源禀赋,合理发展区域农业,提升农业对区域资源使用效率和区域资源产业配置效益,形成区域农业高效发展和资源最优配置,是区域经济发展战略的重要内容。在柯布道格拉斯生产函数的基础上,利用随机前沿技术效率测度、产业投入产出分析、偏离-份额分析,构建农业产业生产效率的测度模型,探索地区农业产出的技术效率、资源利用效率和使用效率,为农业生产和区域资源配置提供参考。结果表明,大部分区域农业产出与资源禀赋未形成最佳匹配,应在大力提高农业对区域内资本资源、政府服务资源和劳动力资源使用效率的同时,鼓励过剩的资源在产业间和区域间进行适度转移,从低使用效益产业转移到高使用效益产业,从低产出弹性区域转移到高产出弹性效益区域。     

关于DEA有效性“新方法”的探讨

主要指出文献[1],[2]中所用的"新方法"不能完全区分决策单元的DEA有效性和弱DEA有效性.同时,"新方法"中所使用的DEA模型(即文献[3]中超效率DEA模型)的最优解不一定存在,这也是"新方法"使用中的一大缺陷.本文同时指出"新方法"虽然是可以扩充的,但扩充后,某些"新模型"仍然会出现上述问题.如果单纯的去评价决策单元的DEA有效性、弱DEA有效性和非弱DEA有效性时,建议还是使用传统的经典模型为好;如果需要进一步对DEA有效性再进行分析,是可以象最早提出超效率DEA模型的文献[3]中那样去应用超效率DEA模型。     

Capital dependent population growth induces cycles

Cobb-Douglas type production functions and time-delay are not sufficient for the economy to behave cyclic. However, capital dependent population dynamics can enforce Hopf bifurcation.     

Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming

In this work, different concepts of efficient solutions to problems of stochastic multiple-objective programming are analyzed. We center our interest on problems in which some of the objective functions depend on random parameters. The existence of different concepts of efficiency for one single stochastic problem, such as expected-value efficiency, minimum-risk efficiency, etc., raises the question of their quality. Starting from this idea, we establish some relationships between the different concepts. Our study enables us to determine what type of efficient solutions are obtained by each of these concepts.     

Super efficiency in vector optimization with nearly convexlike set-valued maps

In this paper, we establish a scalarization theorem and a Lagrange multiplier theorem for super efficiency in vector optimization problem involving nearly convexlike set-valued maps. A dual is proposed and duality results are obtained in terms of super efficient solutions. A new type of saddle point, called super saddle point, of an appropriate set-valued Lagrangian map is introduced and is used to characterize super efficiency.     

中国建筑产业链两阶段综合效率、纯技术效率、规模效率及其影响因素

目前从建筑产业链角度对建筑产业效率问题的研究并不多。据此,本研究通过梳理相关文献,识别出建筑产业链的两个关键环节:工程咨询阶段和工程施工阶段;根据筛选的建筑产业链投入、产出指标,利用链式关联网络DEA模型测算2014~2015年中国各省份建筑产业链两阶段的综合效率、纯技术效率与规模效率;利用Tobit模型确定影响三种效率的关键因素,以此实现对建筑产业链两阶段生产资源的优化与整合,更期待为客观度量产业链两阶段生产效率的研究提供新思路与方法。研究发现,综合效率普遍偏低且各省份之间差距较大,其主要原因是纯技术效率偏低且省份之间差异大;三种效率的主要影响因素及其作用程度不尽相同。在此基础上提出相应的对策建议以促进中国建筑业生产效率的提高。     

Cost,revenue and profit efficiency measurement in DEA: A directional distance function approach

Estimation of efficiency of firms in a non-competitive market characterized by heterogeneous inputs and outputs along with their varying prices is questionable when factor-based technology sets are used in data envelopment analysis (DEA). In this scenario, a value-based technology becomes an appropriate reference technology against which efficiency can be assessed. In this contribution, the value-based models of Tone (2002) are extended in a directional DEA set up to develop new directional cost- and revenue-based measures of efficiency, which are then decomposed into their respective directional value-based technical and allocative efficiencies. These new directional value-based measures are more general, and include the existing value-based measures as special cases. These measures satisfy several desirable properties of an ideal efficiency measure. These new measures are advantageous over the existing ones in terms of (1) their ability to satisfy the most important property of translation invariance; (2) choices over the use of suitable direction vectors in handling negative data; and (3) flexibility in providing the decision makers with the option of specifying preferable direction vectors to incorporate their preferences. Finally, under the condition of no prior unit price information, a directional value-based measure of profit inefficiency is developed for firms whose underlying objectives are profit maximization. For an illustrative empirical application, our new measures are applied to a real-life data set of 50 US banks to draw inferences about the production correspondence of banking industry.     

基于数据包络分析方法的上市银行盈利效率研究

银行是我国金融市场的主导力量。银行的一举一动对金融市场,乃至整体经济运行均有重要的影响。特别是在经济进入新常态,金融深化改革的新环境下,研究银行的效率,既是银行发展的内在需要,也是宏观经济的必然需求。本文基于银行所有者的角度,以资本金和不良贷款作为投入,利息收入和非利息收入作为产出,测算2015年16家上市银行的盈利效率,结果表明:上市银行盈利的纯技术效率普遍较高,规模效率受规模因素影响较显著;国有商业银行的规模效率低,导致其技术效率偏低。对于大型银行,规模已经成为影响盈利技术效率的重要因素之一。     

The role of innovations in secondary school performance – Evidence from a conditional efficiency model

This paper studies the influence of educational innovations on school performance. We apply a tailored, fully nonparametric conditional efficiency model to study secondary school efficiency in the Netherlands. The application uses official school data and a self-collected questionnaire on recent innovations in schools. In the nonparametric model, it is assumed that schools aim to maximize educational attainments of students under a budget constraint. The results suggest that innovations are positively related to efficiency. We find that profiling, pedagogic, process and education chain innovations are significantly related to school efficiency, whereas innovations in the professionalization of teachers are insignificantly related to school efficiency. Furthermore, the number of locations per school and the number of schools per governing body are negatively and significantly related to school efficiency. School type and region significantly influence school efficiency, whereas share of disadvantaged students, degree of urbanization and student/teacher ratio do not have significant influence.     

考虑非期望因素的决策单元排序:两阶段综合效率法

对所有平行级别上的同等类型的决策单元(DMUs)在绩效表现上的排序一直是管理决策领域研究的重要课题之一。基于数据包络分析的超效率理论和SBM模型,探讨考虑非期望因素的DMUs排序问题。首先构建新的考虑非期望因素的超效率SBM模型,此模型不仅能对有效DMUs排序,而且能够转化成线性规划问题求解,具有有界性、单调性等良好性质。然后将新模型与Tone的SBM模型结合提出了考虑非期望因素的SBM综合排序法,同时给出了相对应的多项式时间算法。该方法以SBM模型作为第一阶段完成非有效DMUs排序,以新模型作为第二阶段完成有效DMUs排序,两阶段综合即完成所有DMUs排序。研究结果表明,综合排序法能够完成对考虑非期望因素的DMUs的排序,为绩效评价的管理实践提供了重要的理论依据。选取中国2010年的30个省份为实证研究对象,应用所提出的综合效率排序法对其环境效率进行排序。分析结果与中国的现实情况的相吻合,表明该排序方法是合理的,能够完成对这些地区的环境效率进行排序,可以为决策者评价环境的绩效表现提供有效的决策支持。     

新成员的加入对供应商网络效率的影响分析

不断有企业进入或者退出供应商网络,网络中企业的效用和网络效率都会受到影响.本文把关系收益和竞争系数结合起来,构建了新的效用函数.并通过效用的比较分析,竞争系数对称时,新企业的加入会使网络效率增加的结论,并进一步给出了进入企业选择与中心企业或者与边缘企业建立关系所应满足的条件;而竞争系数不对称时,网络效率可能会降低.     

On some geometric properties of the generalized CES production functions

In this paper we prove that the generalized CES production function has constant return to scale if and only if the corresponding hypersurface is developable. Moreover, we establish that this production function has decreasing/increasing return to scale if and only if the corresponding hypersurface has positive/negative Gaussian curvature. These results are a generalization of some recent results concerning the generalized Cobb-Douglas production functions [G.E. Vîlcu, A geometric perspective on the generalized Cobb-Douglas production functions, Appl. Math. Lett. 24 (2011) 777-783].     

Aggregation of scale efficiency

In this article we generalize the aggregation theory in efficiency and productivity analysis by deriving solutions to the problem of aggregation of individual scale efficiency measures, primal and dual, into aggregate primal and dual scale efficiency measures of a group (e.g., industry). The new aggregation result is coherent with aggregation framework and solutions that were earlier derived for other related efficiency measures and can be used in practice for estimation of scale efficiency of an industry or other groups of firms within it.     

区域高技术产业技术创新效率测度与提升路径研究——基于共享投入关联型两阶段DEA模型

将高技术产业创新过程划分为技术研发和经济转化两个阶段,考虑初始创新投入在两阶段分配、非研发投入及新产品开发费用等因素对创新产出的影响,构建共享投入关联型两阶段DEA模型,并测度了2013~2015创新年度中国大陆30个省份的高技术产业技术创新整体效率与两阶段效率。结果表明:大多数区域高技术产业初始创新投入对研发产出和经济产出均有影响;高技术产业技术创新整体效率与两阶段效率都较低,且各区域创新效率水平差异较大;技术研发效率水平高于整体效率水平,而经济转化效率水平低于整体效率水平。最后,依据高技术产业技术创新两阶段效率及其在整体效率中的权重对各区域进行重分类,有针对性地提出了单边突破式、双向协调式等多条技术创新效率提升路径。     

Decomposing technical inefficiency using the principle of least action

In for-profit organizations, profit efficiency decomposition is considered important since estimates on profit drivers are of practical use to managers in their decision making. Profit efficiency is traditionally due to two sources – technical efficiency and allocative efficiency. The contribution of this paper is a novel decomposition of technical efficiency that could be more practical to use if the firm under evaluation really wants to achieve technical efficiency as soon as possible. For this purpose, we show how a new version of the Measure of Inefficiency Proportions (MIP), which seeks the minimization of the total technical effort by the assessed firm, is a lower bound of the value of technical inefficiency associated with the directional distance function. The targets provided by the new MIP could be beneficial for firms since it specifies how firms may become technically efficient simply by decreasing one input or increasing one output, suggesting that each firm should focus its effort on a specific dimension (input or output). This approach is operationalized in a data envelopment analysis framework and applied to a dataset of airlines.     

Forward search outlier detection in data envelopment analysis

In this paper we tackle the problem of outlier detection in data envelopment analysis (DEA). We propose a procedure where we merge the super-efficiency DEA and the forward search. Since DEA provides efficiency scores which are not parameters to fit the model to the data, we introduce a distance, to be monitored along the search. This distance is obtained through the integration of a regression model and the super-efficiency DEA. We simulate a Cobb-Douglas production function and we compare the super-efficiency DEA and the forward search analysis in both uncontaminated and contaminated settings. For inference about outliers, we exploit envelopes obtained through Monte Carlo simulations.     

The relationship between DEA efficiency and the type of production function, the degree of homogeneity, and error variability

In this paper, we use simulations to investigate the relationship between data envelopment analysis (DEA) efficiency and major production functions: Cobb-Douglas, the constant elasticity of substitution, and the transcendental logarithmic. Two DEA models were used: a constant return to scale (CCR model), and a variable return to scale (BCC model). Each of the models was investigated in two versions: with bounded and unbounded weights. Two cases were simulated: with and without errors in the production functions estimation. Various degrees of homogeneity (of the production function) were tested, reflecting a constant increasing and decreasing return to scale. With respect to the case with errors, three distribution functions were utilized: uniform, normal, and double exponential. For each distribution, 16 levels of the coefficient of variance (CV) were used. In all the tested cases, two measures were analysed: the percentage of efficient units (from the total number of units), and the average efficiency score. We applied a regression analysis to test the relationship between these two efficiency measures and the above parameters. Overall, we found that the degree of homogeneity has the largest effect on efficiency. Efficiency declines as the errors grow (as reflected by larger CV and of the expansion of the probability distribution function away from the centre). The bounds on the weights tend to smooth the effect, and bring the various DEA versions closer to one other. The type of efficiency measure has similar regression tendencies. Finally, the relationship between the efficiency measures and the explanatory variables is quadratic.