| dc.contributor | 財管系 | - |
| dc.creator (作者) | 陳鴻毅 | - |
| dc.creator (作者) | Chen, Hong-Yi;Lee, Alice C.;Lee, Cheng-Few | - |
| dc.date (日期) | 2015 | - |
| dc.date.accessioned | 22-Aug-2016 16:39:06 (UTC+8) | - |
| dc.date.available | 22-Aug-2016 16:39:06 (UTC+8) | - |
| dc.date.issued (上傳時間) | 22-Aug-2016 16:39:06 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/100619 | - |
| dc.description.abstract (摘要) | tSpecification error and measurement error are two major issues in finance research. The main purposeof this paper is (i) to review and extend existing errors-in-variables (EIV) estimation methods, includingclassical method, grouping method, instrumental variable method, mathematical programming method,maximum likelihood method, LISREL method, and the Bayesian approach; (ii) to investigate how EIVestimation 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 explanationof the methods used by Almeida et al. (2010). | - |
| dc.format.extent | 960297 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | The Quarterly Review of Economics and Finance, Vol.58, pp.213-227 | - |
| dc.subject (關鍵詞) | Measurement error ; Errors-in-variables ; Cost of capital ; Capital structure ; Investment equation ; Capital asset pricing modela | - |
| dc.title (題名) | Alternative errors-in-variables models and their applications in finance research | - |
| dc.type (資料類型) | article | - |
| dc.identifier.doi (DOI) | 10.1016/j.qref.2014.12.002 | - |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.qref.2014.12.002 | - |
