{"id":113834,"date":"2018-03-11T10:41:31","date_gmt":"2018-03-11T10:41:31","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelos-de-frontera-estocastica-distribucion-de-la-ineficiencia\/"},"modified":"2018-03-11T10:41:31","modified_gmt":"2018-03-11T10:41:31","slug":"modelos-de-frontera-estocastica-distribucion-de-la-ineficiencia","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/modelos-econometricos\/modelos-de-frontera-estocastica-distribucion-de-la-ineficiencia\/","title":{"rendered":"Modelos de frontera estoc\u00e1stica. distribuci\u00f3n de la ineficiencia."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Mar\u00eda  Concepcion Perez Carceles <\/strong><\/h2>\n<p>Resumen esta tesis doctoral se propone evaluar el efecto que el establecimiento de un determinado supuesto distribucional del t\u00e9rmino de ineficiencia puede tener sobre la estimaci\u00f3n del modelo de frontera estoc\u00e1stica. En este contexto, se plantean tres objetivos generales relacionados con el desarrollo metodol\u00f3gico en el proceso de selecci\u00f3n del supuesto distribucional, la evaluaci\u00f3n del efecto del supuesto distribucional sobre la estimaci\u00f3n del modelo y la selecci\u00f3n del supuesto distribucional que mejor representa los valores reales. en el marco te\u00f3rico, se ampl\u00eda la metodolog\u00eda existente sobre los supuestos distribucionales half normal y normal truncada y se obtienen las distribuciones te\u00f3ricas correspondientes al supuesto exponencial en modelos de frontera estoc\u00e1stica de producci\u00f3n y costes con el fin de contrastar la validez de los mismos. Adem\u00e1s, se presenta el planteamiento te\u00f3rico necesario para analizar qu\u00e9 distribuci\u00f3n es la m\u00e1s apropiada para el t\u00e9rmino de efectos de ineficiencia de un modelo frontera estoc\u00e1stica de producci\u00f3n o costes dada una muestra concreta.  a continuaci\u00f3n, en el marco emp\u00edrico se resuelve el problema de selecci\u00f3n de la distribuci\u00f3n del t\u00e9rmino de ineficiencia en el caso del sistema bancario espa\u00f1ol en 2009. Se trata de un sector en el que la obtenci\u00f3n de una estimaci\u00f3n precisa de la ineficiencia tiene especial relevancia en la actualidad, dado que es un importante indicador para la toma de decisiones estrat\u00e9gicas de \u00edndole empresarial, institucional e incluso pol\u00edtico.  los resultados obtenidos permiten concluir que la forma distribucional m\u00e1s adecuada para el t\u00e9rmino de ineficiencia depende de la muestra analizada. En concreto, la distribuci\u00f3n m\u00e1s apropiada para la muestra de cajas de ahorros es la half normal, mientras que para la muestra conjunta de cajas de ahorros y bancos es la exponencial. Adem\u00e1s, se observa que el supuesto distribucional influye significativamente en los resultados de ineficiencia estimada. De hecho, el establecimiento del supuesto half normal en el t\u00e9rmino de ineficiencia de la frontera estoc\u00e1stica produce sobreestimaciones (o infraestimaciones) de la ineficiencia (o eficiencia) media del sistema bancario espa\u00f1ol con respecto a las estimaciones realizadas bajo el supuesto exponencial. abstract this doctoral thesis aims to evaluate the effect that the establishment of a particular distributional assumption on the inefficiency term can have on the estimation of the stochastic frontier model. In this context, there are three general objectives related to methodological development in the selection process of the distributional assumption, the evaluation of the effect of the distributional assumption on the model estimation and the selection of the distributional assumption that best fits the current values. in the theoretical framework, the existing methodology about half normal and truncated normal distributional assumptions is extended and the theoretical distributions are obtained for the exponential case in production and costs stochastic frontier models in order to contrast their validity. It also presents the theoretical process to analyze what is the most appropriate distribution for the inefficiency term of a production or costs stochastic frontier model given a particular sample.  the empirical framework solves the selection problem of the distribution of the inefficiency term in the case of the spanish banking system in 2009. This is a sector in which obtaining an accurate estimate of inefficiency is especially relevant at present, as it is an important indicator for strategic decision making such business, institutional and even political.  the results indicate that the most suitable distributional form for inefficiency term depends on the sample. Specifically, the most appropriate distribution for the sample of savings banks is the half normal, while for the total sample of banks and savings banks is the exponential. Furthermore, it is observed that the distributional assumption significantly influences the estimated inefficiency results. In fact, a half normal assumption of the inefficiency term in the stochastic frontier generates overestimates (or underestimates) of the average of inefficiency (or efficiency) in the spanish banking system in regards to the exponential assumption.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelos de frontera estoc\u00e1stica. distribuci\u00f3n de la ineficiencia.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelos de frontera estoc\u00e1stica. distribuci\u00f3n de la ineficiencia. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Mar\u00eda  Concepcion Perez Carceles <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Murcia<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 15\/02\/2013<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Juan Gomez Garcia<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: rafael Herrerias pleguezuelo <\/li>\n<li>Jos\u00e9 Manuel Pastor  mons\u00e1lvez (vocal)<\/li>\n<li>Jos\u00e9 Garc\u00eda p\u00e9rez (vocal)<\/li>\n<li>Jos\u00e9 Manuel Herrer\u00edas velasco (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mar\u00eda Concepcion Perez Carceles Resumen esta tesis doctoral se propone evaluar el efecto que el establecimiento de 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