英文文献:Imposing Curvature Restrictions On A Translog Cost Function Using A Markov Chain Monte Carlo Simulation Approach-利用马尔科夫链蒙特卡洛模拟方法对跨对数代价函数施加曲率限制
英文文献作者:Mulik, Kranti,Featherstone, Allen M.,Marsh, Thomas L.
英文文献摘要:
Using Kansas Farm data from 1973 to 1998, curvature restrictions are imposed on a translog cost function. Using uninformative priors with indicator functions representing distribution and inequality constraints, a Markov Chain Monte Carlo Simulation method is used to estimate parameters and check curvature at each point. Comparison is made to the Cholesky factorization method commonly used with the normalized quadratic functional form.
使用堪萨斯州农场从1973年到1998年的数据,曲率限制强加在一个超越对数成本函数上。利用具有表示分布的指标函数的非信息先验和不等式约束,采用马尔可夫链蒙特卡罗模拟方法估计各点的参数和检查曲率。将正则二次函数形式与常用的Cholesky分解方法进行了比较。