上海大学经济学院

学术论文第143期，总第324期

演讲题目：Estimation of A Four Component Semiparametric Stochastic Production Frontier Model with Endogenous Regressors and Determinants of Inefficiency

演 讲 人：孙凯 副教授 （上海大学）

时    间：2018年9月26日（周三）18:00-19:00

地    点：上海大学宝山校区（东区）经管大楼 520会议室

主    办：上海大学经济学院

                 上海大学经济学院青联会

报告简介

This paper proposes a semiparametric stochastic production frontier model where the technology parameters are unknown smooth functions of environmental variables, and inputs are allowed to be endogenous. There are four components in the error term of this stochastic frontier model, where two of them are the noise components including the time-invariant and time-varying noises, and the other two of them are the inefficiency components including the time-invariant (i.e., persistent) and time-varying (i.e., transient) inefficiencies. The transient inefficiency is allowed to be a function of the environmental variables as well. We apply the proposed methodology to the Norwegian salmon production data, and analyze the estimated smooth coefficients (i.e., input elasticities), marginal effects of farm age, and persistent, transient, and overall technical efficiency scores.

报告人简介

孙凯，上海大学经济学院副教授。2011年获美国纽约州立大学宾汉姆顿分校经济学博士学位，师从全球著名生产效率分析家Subal Kumbhakar（舒伯利?昆伯卡）。2011-2015年全职以经济学讲师的职位任教于英国阿斯顿大学商学院（欧洲排名前50位），2015-2016年全职以经济学高级讲师的职位任教于英国索尔福德大学商学院。曾兼职担任美国世界银行的短期项目顾问。研究兴趣包括：应用微观计量经济学、生产效率分析，以及非参数计量，论文发表在Journal of Applied Econometrics, Economics Letters, European Journal of Operational Research, Energy Economics, European Journal of Finance, Technological Forecasting and Social Change, Empirical Economics, Journal of Productivity Analysis, Journal of Regulatory Economics, Pacific Economic Review和Review of Development Economics等杂志上。他编写了局部线性半参数平滑系数模型以及估计环境政策变量对于技术无效率边际效应的R代码。