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首页> 外文会议>International symposium on integrated uncertainty in knowledge modelling and decision making >Thai Export Efficiency in AFTA: Copula-Based Gravity Stochastic Frontier Model with Autocorrelated Inefficiency
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Thai Export Efficiency in AFTA: Copula-Based Gravity Stochastic Frontier Model with Autocorrelated Inefficiency

机译：AFTA中的泰国出口效率：具有自相关效率的基于Copula的重力随机边界模型

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This paper studies the effects of the ASEAN Trade Area (AFTA) on Thai export efficiency using copula-based gravity stochastic frontier gravity model with autocorrelated inefficiency. One of the main assumptions of standard stochastic frontier model is that one-sided technical inefficiency error u and a symmetric error v are independent, instead researches have proposed to relax this assumption using copula to joint distribution of (u, v). Nevertheless, most of previous studies treat technical efficiency as time invariant which is a strong assumption. Therefore, we will include the lag effect of inefficiency to allow inefficiency in one period to be influenced by its previous level. In this paper, we consider the multivariate normal copula and t copula based in term of technical efficiency, and then select the best model based on AIC and BIC criteria. This is the first application of the copula-based model of error terms and temporal dependence of inefficiency with gravity trade model. It is found that Thai export efficiency are in range from 0.58 and 0.67 implying that the Thailand is not taking full benefits of AFTA.
机译：本文使用具有自相关低效率的基于copula的重力随机前沿重力模型研究了东盟贸易区（AFTA）对泰国出口效率的影响。标准随机边界模型的主要假设之一是单面技术效率低下误差u和对称误差v是独立的，相反，研究提出使用copula来简化（u，v）的联合分布。尽管如此，大多数以前的研究都将技术效率视为不变的，这是一个强有力的假设。因此，我们将低效率的滞后效应包括在内，以使一个时期的低效率受到其先前水平的影响。本文从技术效率的角度考虑多元正态copula和t copula，然后根据AIC和BIC标准选择最佳模型。这是基于copula的误差项模型以及效率低下对时间的依赖关系对重力贸易模型的首次应用。发现泰国的出口效率介于0.58和0.67之间，这意味着泰国没有充分利用AFTA的利益。

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