公债的发行对经济成长的影响究竟是利或弊，需视其发行的原因及目的而定，一国公债占台湾生产毛额比值之高低，为影响经济成长的重要关键，实证文献亦证实此二者之关系存在一门槛值，在低於此门槛的范围内，两者间有正向关联；反之，则呈现负向关联。以往实证文献对於门槛值的估计系采将公债比粗略分为三至四个水准，并就各个水准分别进行回归估计，不同地区的门槛值亦不相同。由於目前亚洲地区似乎尚未有此议题的实证文献，故本研究参考以往过去文献的研究方式，将其应用於亚洲地区台湾。本研究以1985至2007年间亚洲地区十个样本台湾为观测对象，利用动态追踪模型(dynamic panel data model)探讨公债比对经济成长的影响，并计算其门槛值。由於各样本台湾间经济发展的程度不同，本文粗略地将样本台湾区分成先进台湾及发展中台湾等二类。另外，亦透过结构性检定将亚洲金融风暴及网路泡沫化发生前後的样本期间分割以进行研究。在1985至2007年的全样本期间下，全样本台湾下的门槛值为100%至125%，信赖区间的下界约为70%，代表公债比若超过此水准，其对经济成长将发挥抑制的效果。若将台湾区分为两类，发展中台湾的门槛值约为75%至85%；先进台湾则无显着结果。在1985至1996年子样本期间下，全样本台湾亦存在此倒U型关系，门槛值较全样本期间时的为低，若将台湾区分为两类，皆无显着的估计结果。当子样本期间为2002至2007年时，全样本台湾下的门槛值约为120%，信赖区间下界约为110%，台湾分类下的发展中台湾及先进台湾，皆存在显着的结果，推论可能由於经历1997年的亚洲金融风暴及2000年的网路泡沫化，各国经济成长率皆大幅波动，政府被迫藉由发行公债，大量增加政府支出以提振经济，导致各国财政结构产生重大的改变。在公债比对经济成长影响之管道上，本文探讨公债比与民间储蓄、总投资及利率之间的线性及非线性关系，证实公债的确藉由不同路径间接抑制经济成长。
The theme of this thesis seeks to find modern testing techniques and estimation methods tosupport and extend the application of the stochastic frontier models. With a long time development,stochastic frontier (SF, her...
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The theme of this thesis seeks to find modern testing techniques and estimation methods tosupport and extend the application of the stochastic frontier models. With a long time development,stochastic frontier (SF, hereafter) models have various homogenous and heterogeneousmodel specifications, especially on the distribution of the inefficient term. Although many testsin the literature of SF models can help us choose the suitable model specification, these tests cannot help us know if we need to use a heterogeneous specification or what kind of heterogeneousspecification we should use in SF analysis. Hence, to find a test that can test most kinds of SFmodels is the first aim of this *** the other hand, with the extension to other econometric fields, the SF analysis requiresto use the panel data more frequently. Dynamic panel SF models are models which containsthe features of both dynamic panel models and SF models and have the value in SF analysiswhen using panel data. However, this kind of models are more difficult to estimate than eitherdynamic panel models or SF models. To seek a way to consistently estimate most kinds ofdynamic panel SF models is the second aim of this thesis. In this thesis, three chapters aregenerated to discuss the aforementioned testing and estimating issues in SF models:1. Evaluating Stochastic Frontier Models by the Simulated Integrated Conditional MomentTestThe problem of testing the distribution of the composite error or the functional form of thefrontier function in the SF models has become increasingly important in recent years. However,the tests mentioned in the literature of SF analysis are not able to jointly test the misspecificationof different aspects of SF models, especially the distribution of the composite error and thefunctional form of the frontier function. The lack of appropriate tests may lead to incorrectmodel specifications for empirical analysis. This paper applies the SICM test of Bierens andWang (2012) to SF mod
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