臺灣大學數學系演講
​博士生論文口試

演講者：蕭光呈

講  題：非參數模型檢定問題

時  間：2015年07月23日 (星期四) 14:00

地  點：臺灣大學天數館302室

摘  要：
Traditional microeconomics researches develop models of production, profit, and cost. Usually, they start with a production function, and producers are assumed to operate on the production functions, using the inputs to maximize outputs. 
The stochastic frontier production function was independently proposed by Aigner, Lovell and Schmidt (1977) and Meeusen and van den Broeck (1977). The original specification involves a production function specified for cross-sectional data having an error term which had two components, one to account for random effects and another to account for technical inefficiency. Stochastic frontier models have been widely used in studying production frontiers and inefficiencies. However, validity of the analysis of the inefficiency is dependent on specification of the frontier function, and vice versa. We investigate nonparametric analysis of the efficiency and demonstrate the efficacy of the proposed method via simulations.