近期学习时用到这本参考书，据说是目前唯一系统介绍Stochastic Frontier Analysis/随机前沿分析（也译为随机边界分析）的教材。国内复旦大学出版社已经出了中文版，但考虑到还是英文版读起来比较准确些，就影印了一本，花了几十块。没想到又从网上找到了电子版的，现在把这个分享给大家。

以下是英文原版的介绍：

Stochastic Frontier Analysis

Subal C. Kumbhakar

State University of New York, Binghamton

C. A. Knox Lovell

University of Georgia

Paperback

 (ISBN-13: 9780521666633 | ISBN-10: 0521666635)

There was also a Hardback of this title but it is no longer available For price and ordering options, inspection copy requests, and reading lists please select:

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Modern textbook presentations of production economics typically treat producers as successful optimizers. Conventional econometric practice has generally followed this paradigm, and least squares based regression techniques have been used to estimate production, cost, profit and other functions. In such a framework deviations from maximum output, from minimum cost and cost minimizing input demands, and from maximum profit and profit maximizing output supplies and input demands, are attributed exclusively to random statistical noise. However casual empiricism and the business press both make persuasive cases for the argument that, although producers may indeed attempt to optimize, they do not always succeed. This book develops econometric techniques for the estimation of production, cost and profit frontiers, and for the estimation of the technical and economic efficiency with which producers approach these frontiers. Since these frontiers envelop rather than intersect the data, and since the authors continue to maintain the traditional econometric belief in the presence of external forces contributing to random statistical noise, the work is titled Stochastic Frontier Analysis.

• Hardback sold excellently in first 2 years • Already has four good reviews in journals such as JEL and EJ • Authors are leading exponents of production theory, analysis, measurement

Contents

1. Introduction; 2. Analytical foundations; 3. The estimation of technical efficiency; 4. The estimation and decomposition of cost efficiency; 5. The estimation and decomposition of profit efficiency; 6. The shadow price approach to the estimation and decomposition of economic efficiency; 7. Incorporating exogenous influences on efficiency; 8. The estimation of efficiency change and productivity change.

Reviews

‘Stochastic Frontier Analysis is an excellent, up-to-date and complete summary of both the theory and techniques used in frontier production, cost and profit analysis. The authors are two of the leading researchers in the field. Students and practitioners in this area will find this book to be the only reference source they need.’ William H. Greene, Stern School of Business, New York University

‘Every so often a book is written that pulls together a large subject matter in an accessible way, covering both theoretical and applied developments. This is such a book. The contribution of this volume is that this large but complex literature is presented in a manner accessible to the general applied economist. It is must reading for anyone who measures firm production, cost functions, or profit functions. Those measuring productivity change will gain new enlightenment on how to better approach this important measurement problem. Furthermore, the book could be used as a text or supplementary text in an advanced course in production, productivity change, or econometrics. It is well worth the investment and will make a valuable and useful addition to one’s library.’ James L. Searle, Jr., Journal of Economic Literature

‘This book is well written, comprehensive in its breadth and depth of coverage, and authoritative in its scholarship. It is certainly going to be the standard reference on stochastic frontier models for the foreseeable future.’ Peter Schmidt, The Economic Journal

‘This is the best book that exists on the topic of stochastic-frontier analysis. It is clearly an excellent book that concisely reports the state of the art of this approach to efficiency analysis. This is a well-written reference book for researchers in this field and for research students considering using stochastic-frontier analysis. Libraries should carry a copy. As the first book devoted exclusively to this topic, the authors have set a very high standard.’ Kevin J. Fox, Economica

From the hardback: ‘Stochastic Frontier Analysis is a complete textbook on stochastic frontier models. It deals with stochastic frontier production, cost and profit functions. Models for cross-sectional and panel data are presented and discussed. The analysis of technical change and inefficiency change with panel data is also discussed in detail. The authors are highly qualified to produce such a comprehensive book on stochastic frontiers. Lovell was one of the authors of the seminal paper on the stochastic frontier production function model. He has been undertaking research on many aspects of parametric and non-parametric frontier modelling and efficiency measurement for over twenty-five years. He is a ‘pioneer’ in this important research area. Kumbhakar has written outstanding papers on stochastic frontier models, both of a theoretical and applied nature, over the last 12 or more years. It will surely be a helpful and widely-cited book for researchers in the field.’ George E. Battese, University of New England, Australia

‘Stochastic Frontier Analysis is an excellent, up-to-date and complete summary of both the theory and techniques used in frontier production, cost and profit analysis. The authors are two of the leading researchers in the field. Students and practitioners in this area will find this book to be the only reference source they need.’ William H. Greene, Stern School of Business, New York University

‘It is fascinating to see what has been accomplished in the field of stochastic frontier analysis since its beginning in 1977. The authors provide a luvidly written review of all the developments that have taken place in the past quarter of a century. Although hardly any publication has escaped their attention, Kumbhakar and Lovell succeed in keeping the reader focused on the grand lines of research. Well-rooted in recent history, this book will stimulate further research into measurement and explanation of efficiency and productivity (change). I expect this book to be at hand for a long time.’ Bert M. Balk, Statistics Netherlands

以下是中文版目录：

第一章 导言
第一节 本书的主旨
第二节 发展史简要回顾
1.2.1 随机边界分析法的学术代表人
1.2.2 随机边界分析的起源
1.2.3 1977年之后随机边界分析的发展
第三节 本书的构架
第二章 分析基础
第一节 本章导言
第二节 生产技术
2.2.1 技术的集合描述
2.2.2 生产边界
2.2.3 距离函数
2.2.4 成本、收入和利润边界
2.2.5 可变成本边界(variable cost frontiers)和可变利润边界(Variable profit frontiers)
第三节 技术有效性
2.3.1 技术有效性的定义与测量
2.3.2 单一产出的生产边界和技术有效性的测度
2.3.3 多元产出距离函数和技术有效性的测度
第四节 经济有效性
2.4.1 成本边界和成本有效性
2.4.2 收入边界和收入有效性
2.4.3 利润边界和利润有效性(profit efficiency)
2.4.4 可变成本有效性(variable cost efficiency)和可变利润有效性(variable profit efficiency)
第五节 文献导读
第三章 技术有效性的估计
第一节 本章导言
第二节 横截面生产边界模型
3.2.1 确定性生产边界
3.2.2 随机生产边界
3.2.3 随机距离函数(stochastic distance function)
第三节 面板数据生产边界模型
3.3.1 非时变的技术有效性
3.3.2 时变的技术有效性
第四节 存在异方差的随机生产边界模型
3.4.1 存在异方差的横截面数据模型
3.4.2 包含非时变技术有效性的异方差面板数据模型
3.4.3 包含时变的技术有效性的异方差面板数据模型
第五节 文献导读
第四章 成本有效性的估计和分解
第一节 本章导言
第二节 横截面数据成本边界模型
4.2.1 单方程成本边界模型
4.2.2 联立方程成本边界模型
4.2.3 成本无效性的分解
第三节 面板数据成本边界模型
4.3.1 单方程成本边界模型
4.3.2 联立方程成本边界模型
第四节 成本有效性估计的另两种方法
4.4.1 厚边界分析法

4.4.2 自由分布法
第五节 文献导读
第五章 利润有效性的估计与分解
第一节 本章导言
第二节 单一产出模型
5.2.1 原始生产边界
5.2.2 对偶可变利润边界
第三节 多元产出模型
5.3.1 原始距离函数法(primal distance function approach)
5.3.2 对偶可变利润边界法(dual variable profit frontier approach)
第四节 另一个利润边界
第五节 文献导读
第六章 经济有效性的估计和分解：影子价格法
第一节 本章导言
第二节 横截面数据模型
6.2.1 成本无效性的估计与分解
6.2.2 利润无效性的估计与分解
第三节 面板数据模型
6.3.1 成本无效性的估计和分解
6.3.2 利润无效性的估计和分解
第四节 文献导读
第七章 效率估计的外生影响
第一节 本章导言
第二节 融入外生影响的三种早期方法
第三节 融入外生影响的近期方法
第四节 文献导读
第八章 对效率变化和生产力变化的估计
第一节 本章导言
第二节 原始法(生产边界法)
8.2.1 分析框架
8.2.2 估计与分解
第三节 对偶法(成本边界)
8.3.1 分析框架
8.3.2 估计与分解
8.3.3 向多元产出的推广
第四节 对偶法(利润边界)
8.4.1 分析框架
8.4.2 估计与分解
8.4.3 向多元产出的推广
第五节文献导读
参考文献