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https://ah.lib.nccu.edu.tw/handle/140.119/75860
題名: | Alternative errors-in-variables models and their applications in finance research | 作者: | Chen, Hong Yi;Lee, A.C.;Lee, C.-F. 陳鴻毅 |
貢獻者: | 財管系 | 關鍵詞: | Capital asset pricing model; Capital structure; Cost of capital; Errors-in-variables; Investment equation; Measurement error | 日期: | Dec-2014 | 上傳時間: | 16-Jun-2015 | 摘要: | Specification error and measurement error are two major issues in finance research. The main purpose of this paper is (i) to review and extend existing errors-in-variables (EIV) estimation methods, including classical method, grouping method, instrumental variable method, mathematical programming method, maximum likelihood method, LISREL method, and the Bayesian approach; (ii) to investigate how EIV estimation methods have been used to finance related studies, such as cost of capital, capital structure, investment equation, and test capital asset pricing models; and (iii) to give a more detailed explanation of the methods used by Almeida et al. (2010). | 關聯: | Quarterly Review of Economics and Finance, Available online | 資料類型: | article | DOI: | http://dx.doi.org/10.1016/j.qref.2014.12.002 |
Appears in Collections: | 期刊論文 |
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Alternative.pdf | 1.05 MB | Adobe PDF2 | View/Open |
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