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政大典藏 > College of Commerce > Graduate Institute of TIPM > Periodical Articles > Item 140.119/100619

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/100619

Title:	Alternative errors-in-variables models and their applications in finance research
Authors:	陳鴻毅 Chen, Hong-Yi;Lee, Alice C.;Lee, Cheng-Few
Contributors:	財管系
Keywords:	Measurement error;Errors-in-variables;Cost of capital;Capital structure;Investment equation;Capital asset pricing modela
Date:	2015
Issue Date:	2016-08-22 16:39:06 (UTC+8)
Abstract:	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).
Relation:	The Quarterly Review of Economics and Finance, Vol.58, pp.213-227
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:	[Graduate Institute of TIPM] Periodical Articles

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