基于Bootstrap修正的三阶段DEA模型及其应用研究

Three-stage DEA Model Based on Bootstrap Modification and Its Application

跨国并购已成为我国商业银行保生存求发展的必要手段,并购效率是衡量一个并购案件最终是否成功的重要标准;在三阶段DEA的基础上,利用Bootstrap-DEA对其进行进一步纠偏,不仅能过滤掉环境因素以及随机因素对效率的影响,还能将效率值准确度进一步提高,是现阶段求得效率满意解的有效选择;通过采用Bootstrap修正后的三阶段DEA对我国商业银行跨国并购效率进行实证分析,考察我国商业银行跨国并购整体情况,研究发现运用Bootstrap修正后的三阶段DEA模型求得的效率值更加真实准确,其中并购发生当年、纯技术效率、规模效率以及技术效率均在一定程度上有所提升,随后几年内均有不同程度的下降。

Cross-border MA has become the necessary means for Chinese commercial banks to survive and develop,and MA performance is an important criterion to measure whether a MA case is successful. Based on three-stage DEA,by using Bootstrap-DEA to correct the deviations,not only the environmental factors and random factors on the performance can be eliminated but also the accuracy of the performance can be further improved,which is the effective choice to get efficient solution of performance. Through the adoption of the three-stage DEA after modified by Bootstrap model to make empirical analysis of the performance of cross-border MA of China＇s commercial banks and to examine the overall situation of their MA,the research finds that the performance values solved by three-stage DEA model after Bootstrap modification are more accurate,among which,the MA year,pure technical performance,scale efficiency,and technical efficiency were respectively rising to some extent and have been declining to different extents in the later several years.