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Przegląd Statystyczny
|
2006
|
vol. 53
|
issue 3
57-72
EN
In this article the definitions of global and local returns to scale (proposed in the DEA literature) are discussed. A new variant of the definitions of local returns to scale (increasing, decreasing or constant) is proposed. Its equivalence to the three practical methods found in the literature is proved. An empirical example (based on real data from the Polish energy sector) is presented
Przegląd Statystyczny
|
2005
|
vol. 52
|
issue 2
57-72
EN
In this article dual programs concerning the cost sphere are presented. In the first part, final form of the dual programs is derived. In the second part, exemplary interpretation of one of the programs is done. In the last part, empirical example of application of the dual programs is presented (based on real data from the Polish energy sector)
Przegląd Statystyczny
|
2007
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vol. 54
|
issue 1
94-108
EN
In this article dual programs concerning the revenue sphere are presented. In the first part, final form of the dual programs is derived. In the second part, interpretation of the programs is done . In the last part, empirical example of the dual programs is presented (based on real data from the Polish banking sector)
Przegląd Statystyczny
|
2008
|
vol. 55
|
issue 4
28-39
EN
In this article the efficiency of production unit is defined and measured using the potential and real benefit. Properties, defects and advantages of these measures are presented. Essential problems which arose with their construction are presented, too. In the iast part, the empirical example of application is given. (based on real data from the Polish bank sector). It illustrates the problem matter and presents numerous important interpretations of results received.
EN
The subject of the present article is a new procedure forecasting credit risk of companies in Polish economy environment. What favors the suggested approach is the fact that in Poland, unlike in western countries, DEA method has not yet been implemented in order to assess credit risk that companies face. The research described in the article has been conducted on the basis of comparison of suggested DEA method with currently used procedures, namely point method, discriminative analysis and linear regression. Considering the research, it can be concluded that DEA method facilitates forecasting financial problems, including bankruptcy of companies in Polish economic conditions, and its effectiveness is comparable or even greater than approaches implemented so far.
EN
The main use of DEA is to calculate an estimate of the Farrell technical efficiency measure. By defining the statistical model, the stochastic version of the method is received, enabling us to derive the asymptotical form of sampling distribution of the estimate (called the DEA estimator). However, the distribution depends on unknown constants, which make deriving estimates of dispersion measures quite difficult. Thus, as an alternative, I used Simar and Wilson’s homogeneous bootstrap, a relatively simple and frequently used bootstrap procedure available in a software package for Frontier Efficiency Analysis with R (FEAR). The method is illustrated with an empirical example based on real data from the Polish energy sector.
EN
The aim of this study was to examine the technical efficiency of agriculture by identifying the coefficients of technical efficiency, development of agricultural efficiency ranking using DEA superefficiency method, an attempt to clarify the efficiency of agriculture by using an index of Malmquist total factor productivity (TFP) and to determine the efficiency of agriculture by the SFA for each year of the period audited . We analyzed the results of agriculture presented by the provincial structure. The value of the average DEA technical efficiency ratios in individual years ranged from 99.3% to 100.0% and the index value of the total Malmquist productivity in 1998-2009 was 9.4%, while its growth was the impact of technological change index (9.4%) per year. Calculations of coefficients of efficiency made by using BC1 and BC2 models of stochastic frontier functions (SFA) confirmed high efficiency of Polish agriculture in the analyzed period. In the case of BC1 model , it ranged from 86.7% (2002) to 100% (2006, 2007). Solutions BC2 model provided slightlylower results compared with the results of BC1 model . Efficiency coefficients in this model ranged from 86.3% (2001) to 99.8 (1998). Efficiency coefficients calculated at the time the SFA show steady growth. In the BC1 model in 1998 efficiency ratio was 45.0% and in 2009 reached 78.4%, while in the BC2 model efficiency coefficients were 52.2% in 1998 and 96.9% in 2009.
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