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    政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 >  Item 140.119/75860
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/75860

    Title: Alternative errors-in-variables models and their applications in finance research
    Authors: Chen, Hong Yi;Lee, A.C.;Lee, C.-F.
    Contributors: 財管系
    Keywords: Capital asset pricing model;Capital structure;Cost of capital;Errors-in-variables;Investment equation;Measurement error
    Date: 2014-12
    Issue Date: 2015-06-16 17:08:35 (UTC+8)
    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).
    Relation: Quarterly Review of Economics and Finance, Available online
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/j.qref.2014.12.002
    DOI: 10.1016/j.qref.2014.12.002
    Appears in Collections:[財務管理學系] 期刊論文

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