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SFA(210093):199520008X-,X-,(/),,:;(SFA);X-:F832.33:A:1001-8263(2003)01-0041-06,80%,,WTO,,,,,,,,(Benston,1972),,,1,5%-8%(BergerandHumphrey,1994),5%,,X-,X-(technicalefficiency)(allocativeefficiency),,,X-20%X-,,,WTOX-,DEA(DataEnvelopmentAnalysis),(2001)DEA,;,,X-,DEA,1420031SOCIALSCIENCESINNANJINGNO.1Jan.2003,,(X-),,PittandLee(1981)BatteseandCoelli(1988)Kumbhakar(1990)BatteseandCoelli(19921995)BatteseandBroca(1997)Cobb-Douglas(TheStochasticFrontierAp2proach)X-:,,,,,,,X-X-X-Aigner,LovellSchmidt(1977)VandenBroeck(1977),1:Yi=Xi+(Vi+Ui)i=1,2,,nYii;Xii;;Vi,,,,,,ViN(0,V2);Ui,X-,X-,Ui,Ui|N(0,U2)|2=2U+V2,X-:=2U/(U2+V2),(Ui=0)(Ui0),,:INEFFi=E(Yi30Ui,Xi)/E(Yi30Ui=0,Xi),YI3=eY,INEFFi1,FRONTIER4.1(Coelli,1994),8,1995-2000X-8:,,,,,,1995():,;-,:LnCit=0+1LnYit+2LnP1it+3LnP2it+4LnP3it+Uit+Vitii,i=1,2,,8;tt,t=1,2,,6;LnC,,,;Y,,,;P1=/,8,,2420031SOCIALSCIENCESINNANJINGNO.1Jan.2003,,10%,2P1=/;P2=(+)/();P3=/,():,ROAE/A,,ROA,,E/A//X-Uit=0+1Z1it+2Z2it+3Z3it+4Z4it+itZ1,,Z1=ln(),Z1;Z2,,,,1,0;Z3/(I/R),;Z4,,Z4=E/A():,X-,,,121()TLnC1.27830.47922.67333LnY1.00760.0100100.98333LnP10.72760.13315.47333LnP20.11420.09871.16LnP30.01900.02310.8220.01140.00323.533330.01200.00452.673333330.01:1995-20012(INEFF)-11995199619971998199920000.90920.96130.98360.99310.99710.99880.97380.83610.92840.96940.98710.99450.99770.95220.52090.76120.89190.95310.98000.99160.84980.72140.87270.94460.97640.99000.99580.91680.76710.88090.94740.97740.99040.99600.92650.91510.96390.98470.99360.99730.99890.97560.93430.97220.98830.99510.99790.99910.98110.75760.89090.95280.97990.99150.99640.92820.94930.97860.99100.99620.99840.99930.98550.88910.95140.97920.99120.99630.99840.9676:1995-2001,,21,3420031SOCIALSCIENCESINNANJINGNO.1Jan.20031.0076,1,,,,(2)0.76710.88090.94740.97740.99040.99601995-2000,,0.88910.95140.97920.99120.99630.9984():/(3)0.0821,,1%,0.0821I/R0.6687,E/A1.8780,,,/-0.3284,,32.84%3TUit-0.29030.3061-0.9485Z1(ln)0.08210.02044.0251333Z2(/)-0.32840.0757-4.3367333Z3(I/R)0.66870.19783.3809333Z4(E/A)1.87800.65862.8515333R20.3370R20.29183330.01:1995-2000,,,,,,,,,,,,,,,:,,,E/A,1.878E/A,,,,,,4420031SOCIALSCIENCESINNANJINGNO.1Jan.20034(%)199519981995199812.920.02.412.3:,,,,,:;;,,,,,,,,,,,,,,,,,;,,,,,,,,,,,,,,,,,,,WTO,,,,,,,,,,,,70%,20%,,,,3,,,,,,,,,,;,32.84%,5420031SOCIALSCIENCESINNANJINGNO.1Jan.2003,,;;,,,,,,2000419,18.052.39,53.24%,7.52,,,,,,,,,,(2),,,19952000,,,,,,2,,,,,,,:1AlexanderMertens,GiovanniUrga,2001.Efficiency,scaleandscopeeconomiesintheUkrainianbankingsectorin1998.EmergingMarketsReview2(2001)292-308.2DavidC.Wheelock,PaulW.Wilson,2001.NewevidenceonreturnstoscaleandproductmixamongU.S.commercialbanks.JournalofMonetaryEconomics47(2001)653-674.3JonathanHao,WilliamCurtHunter,WonKeunYang,2001.Deregulationandefficiency:thecaseofprivateKoreanbanks.JournalofEconomicsandBusiness53(2001)237-254.4JohnRuggiero,1999.Efficiencyestimationanderrorde2compositioninthestochasticfrontiermodel:AMonteCarloanaly2sis.EuropeanJournalofOperationalResearch115(1999)555-563.5LauraCavallo,StefaniaP.S.Rossi,2001.ScaleandscopeeconomiesintheEuropeanbankingsystems.JournalofMulti2nationalFinancialManagement11(2001)515-531.6LindaAllen,AnoopRai,1997.Operationalefficiencyinbanking:Aninternationalcomparisonreplytothecomment.JournalofBanking&Finance21(1997)1451-1455.7:,,20018SL:,,19999:,,20011:1,(Vi+Ui),(Vi-Ui)2:Efficiency,ScaleandScopeeconomiesintheUkrainianBankingSectorin1998,AlexanderMertens,GiovanniUrga.EmergingMarketsReview2(2001)292-308,page298.3500050:6420031SOCIALSCIENCESINNANJINGNO.1Jan.2003