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-18-**CanberraM.Sathye20039(),,:,,DEA(),DEA2000200114,,,Tobit,,,,,:DEA,20,2001,413,14.3,()74%;8.5,72%,11,77%(,2002),,,,,,,:,;,;,,,,,WTO,©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-19-()200422006,2006,,,,,,(,2002),,,,,Tobit,;DEA()Tobit;;,,,,(Yeh,1996);,,(ShermanGold,1985),,,,(ParametricMethod)(Non-ParametricMethod)DEA(DataEnvelopmentAnalysis,)DEA,CharnesCooperRhodes(1978)Farell(1957),;ShermanGold(1985)DEA;DEA,Yue(1992)Berg(1993)DEA:(1);(2);(3)();(4),,(1999)DEA;(2000)DEA,;(2001)DEA;(2002)Malmquist;(2003)DEAMalmquist,,DEA,(100%);,,DEA(Super-EfficiencyModel);,,Tobit©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-20-ttnntttnttIi=1Ii=1ttttJj=1Jj=1tn1.DEACCRDEA(ProductiveEfficiency)(Oper2atingEfficiencyTechnologyEffi2ciency,),,,ABCDE5,ABCD,ABCD;E,ABCD(1)ECOEOCABCDE:TEE=OE/OE1(1)CC:TEC=OC/OC=1(2),1,1,DEA:DEA=/(3)(3)DEA,CCR(CharnesCooperRhodes,C2R),(Decision-Mak2ingUnits,DMUs)(t),DEAztviuj(4):maxzt=6ujyjs.t.6vixi=1;6ujyj-6vjxi0(4)(n=1,,t,N;uje;vie;i=1,,I;j=1,,J),N,IJ;xiyjnij;viujij;e,e=110-6,t(4),:0zt1zt,tzt=1,;zt1,,zt=0.751,,25%2.DEADEACCR(1),,AndersenPetersen(1993)DEA(Super-Efficiency),:,1C1,C©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-21-()20042,DEACCRC1,C,C,ABCDABD(2),CTEC=OC/OC1CCRE,ABCD,CCR,TEE=OE/OE1,(5):maxzt=6ujyjs.t.6vixi=1;6ujyj-6uixi0(5)(n=1,,t-1,t+1,,N;uje;vie;i=1,,I;j=1,,J),(5)(4),(5)t,t,,CCR;,1.20,20%,(1)3.Two-StageTobitDEA,DEA,(Fried,1995),()DEA,DEACoelli(1998)(Two-StageMethod),DEA;,()(,),zt()0,,,,Tobin1958,:TXi+ei,TXi+ei00,TXi+ei0,Xi(k+1),T(k+1),eiN(0,2)(CensoredRegressionModel),TobitTobit,Xi,yi:yi0,;yi0,0,TobitT24.2001,:41010721090%,,14,20002001,20012002DEA,Sathye(2003),,{yi=(6)Ii=1Jj=1Ii=1Jj=1tttntttntt'1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-22-1DEACCR20002001200020011100.00%100.00%100.00%1100.00%100.00%100.00%3100.00%92.19%96.10%495.83%87.24%91.54%572.01%77.49%74.75%661.21%63.68%62.45%750.93%59.21%55.07%850.45%59.07%53.26%949.39%56.45%52.92%1047.44%48.97%49.71%1145.72%40.97%43.35%1237.94%39.52%38.73%1332.22%30.39%31.31%1422.12%22.01%22.07%;,,;,,,,DEA,Boussofiane,DysonThanassoulis(1991),,,,,,,;,,,,,,CasuMolyneux(2000)JacksonFethi(2000),,Tobit:y=0+1ROE+2ETA+3OWNER+4AD(7),yDEA;ROE,,;ETA,,;OWNER(1,0),;,144,,AD(1,0)1.DEACCR,,EMSDEACCR,11,20003(100%),2001,,,©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-23-()200422DEA2000200120002001200020011105.53%115.98%110.76%2104.87%109.21%107.04%3101.15%92.19%96.67%495.83%87.24%91.54%572.01%77.49%74.75%661.21%63.68%62.45%750.93%59.21%55.07%850.45%59.07%53.26%949.39%56.45%52.92%1047.44%48.97%49.71%1145.72%40.97%43.35%1237.94%39.52%38.73%1332.22%30.39%31.31%1422.12%22.01%22.07%,,(2)2,,,120003:(105.53%)(104.87%)(101.15%),4,3,2000200133.86%,10,2000200150%,,,3,,,DEA(DualPrice),,20002001DEA,4,20002001DEA;,,,2.Tobit,,DEA,,,,320002001200020012000200134.50%0.099433.22%0.088233.86%0.087273.88%0.252276.95%0.233775.42%0.24041462.63%0.283664.46%0.285763.54%0.2828420002001DEA()DEA()20001922797787159.50%20011845296602164.22%200047109715373267.37%200142970914735365.71%20003206828831172.46%20013163298204074.06%20005095729387981.58%20014909998973981.72%©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-24-Eviews(7)20002001Tobit,(ETA),,Tobit:-0.045+0.922ROE+0.468OWNER+0.354AD+ei,TXi+ei00,TXi+ei0Tobit,(ROE)(OWNER)(AD),,2001,22.54%,2.8%,1/8Tobit,,,,,,(,2002):46.8%,,,,,DEA,:,DEATobit,:,,3,:,,,19891996,,1997;1998,,199720013,,3,,,,:{yi=(8)3©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-25-()20042,,,:(1),,,DEA(2),,(3),,:,,,,,,(,2000),,,(,2002)46.8%,,,,,,,,,,,WTO,2006,4,,,,,,,,,,(:;:),1997219,33%14:;:;:;:©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.-26-(1):Malmquist,,200210(2):,,20035(3)::,,20003(4):,,,20024(5)::,,200212(6):(),WTO,2002(7):,,200210(8):,,19991(9):,,200299(10):DEA,,20017(11):DEA19972001,,20033(12):,,20006(13)::?,,20008(14)A.N.BergerandL.J.Mester,1997,InsidetheBlackBox:WhatExplainsDifferencesintheEfficienciesofFinancialInstitutions?,JournalofBankingandFinance,21,895947.(15)S.A.Berg,F.R.Forsund,L.HjalmarssonandM.Souminen,1993,BankingEfficiencyinNordicCountries,JournalofBankingandFinance,Vol.17,37188.(16)P.AndersenandN.C.Petersen,1993,AProcedureforRankingEfficientUnitsinDataEnvelopmentAnalysis,ManagementScience,39(10),12611264.(17)B.CasuandP.Molyneux,2000,AComparativeStudyofEfficiencyinEuropeanBanking,UniversityofWales,WorkingPaper.(18)A.Boussofiane,R.G.DysonandE.Thanassoulis,1991,AppliedDataEnvelopmentAnalysis,EuropeanJournalofOperationalResearch,52,115.(19)A.Charnes,W.W.CooperandE.Rhodes,1978,MeasuringEfficiencyofDecisionMakingUnits,EuropeanJournalofOperationsResearch,2,42944.(20)T.Coelli,D.S.PrasadaRaoandG.E.Battese,1998,AnIntroductiontoEfficiencyandProductivityAnalysis,KluwerAcademicPublishers.(21)M.J.Farell,1957,TheMeasurementofProductiveEfficiency,J.R.Statis.,Soc.SeriesA120,253281.(22)H.O.Fried,S.S.SchmidtandS.Yaisawarng,1995,IncorporatingtheOperatingEnvironmentintoaMeasureofTechnicalEfficiency,Mimeo(UnionCollege,Schenecd