| dc.contributor | 財管系 | |
| dc.creator (作者) | Chen, Hong Yi;Lee, A.C.;Lee, C.-F. | |
| dc.creator (作者) | 陳鴻毅 | zh_TW |
| dc.date (日期) | 2014-12 | |
| dc.date.accessioned | 16-Jun-2015 17:08:35 (UTC+8) | - |
| dc.date.available | 16-Jun-2015 17:08:35 (UTC+8) | - |
| dc.date.issued (上傳時間) | 16-Jun-2015 17:08:35 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/75860 | - |
| dc.description.abstract (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). | |
| dc.format.extent | 1075440 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Quarterly Review of Economics and Finance, Available online | |
| dc.subject (關鍵詞) | Capital asset pricing model; Capital structure; Cost of capital; Errors-in-variables; Investment equation; Measurement error | |
| dc.title (題名) | Alternative errors-in-variables models and their applications in finance research | |
| dc.type (資料類型) | article | en |
| 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 | |
