Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/75860
DC Field | Value | Language |
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dc.contributor | 財管系 | |
dc.creator | Chen, Hong Yi;Lee, A.C.;Lee, C.-F. | |
dc.creator | 陳鴻毅 | zh_TW |
dc.date | 2014-12 | |
dc.date.accessioned | 2015-06-16T09:08:35Z | - |
dc.date.available | 2015-06-16T09:08:35Z | - |
dc.date.issued | 2015-06-16T09:08:35Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/75860 | - |
dc.description.abstract | 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). | |
dc.format.extent | 1075440 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.relation | Quarterly Review of Economics and Finance, Available online | |
dc.subject | Capital asset pricing model; Capital structure; Cost of capital; Errors-in-variables; Investment equation; Measurement error | |
dc.title | Alternative errors-in-variables models and their applications in finance research | |
dc.type | article | en |
dc.identifier.doi | 10.1016/j.qref.2014.12.002 | |
dc.doi.uri | http://dx.doi.org/10.1016/j.qref.2014.12.002 | |
item.grantfulltext | restricted | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.fulltext | With Fulltext | - |
item.openairetype | article | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | 期刊論文 |
Files in This Item:
File | Description | Size | Format | |
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Alternative.pdf | 1.05 MB | Adobe PDF2 | View/Open |
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