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政大典藏 > College of Commerce > Department of Finance > Periodical Articles > Item 140.119/75860

Please use this identifier to cite or link to this item: https://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. 陳鴻毅
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 link:	http://dx.doi.org/10.1016/j.qref.2014.12.002
DOI:	10.1016/j.qref.2014.12.002
Appears in Collections:	[Department of Finance] Periodical Articles

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