We study the problem of estimating locations in time at which the level of technology in an economy changes when given a sequence of time ordered inputs and outputs. We approach the problem through the lens of nonparametric frontier analysis with frontiers that expand sharply and globally over time, and develop an offline change point detection procedure which achieves the minimax localization rates for the problem at hand up to logarithmic factors. We additionally give a simple method for constructing confidence intervals for the unobserved change point locations. Finally, we explain how the procedure can be modified to accommodate local changes in technology, meaning that efficiency gains are only realized for certain combinations of inputs. Simulation studies and real data examples are also presented to illustrate the practical value of our methods.
翻译:我们研究在给定按时间顺序的投入与产出序列时,估计经济体技术水平发生变化的时点位置的问题。通过非参数前沿分析的视角,我们处理了随时间急剧且全局性扩展的前沿问题,并开发了一种离线变点检测程序,该程序在问题中达到了对数因子以内的极小极大定位速率。此外,我们给出了一种构建未观测变点位置置信区间的简单方法。最后,我们阐述了如何修改该程序以适应技术中的局部变化,即效率提升仅针对某些投入组合得以实现的情形。同时,通过模拟研究和实际数据示例,展示了所提出方法的实用价值。