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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

多反應變量相關模式於不動產擔保估價之應用

陳俊宏 Unknown Date (has links)
本研究以不動產估價技術規則第19條第7項與第20條之規定,引用相似無關迴歸模式、多變量迴歸模式與典型相關分析等計量模式,對金融機構所做的擔保品估價進行驗證、預測及控制分析。 擔保品估價中會產生兩價,即擔保品的評估市場價格與評估擔保值(價),大部分的人都認為兩價存在一個比率關係。傳統的迴歸分析估價模式係由一組價格影響因素影響一個不動產價格,上述情形是否可能由同一組價格影響因素影響兩個不動產價格?本研究實證結果顯示,在95%統計信賴水準下,有兩個不動產價格受同一組價格因素影響的結果。既然驗證存在同一組價格影響因素影響兩個不動產價格,是否有更具效率的計量估價模式呢?典型相關分析係透過兩組變項之相關關係建構計量模式,除可再度驗證同一組價格影響因素影響兩個不動產價格,並可如同因素分析或主成份分析的功能,對兩組變項各做變項縮減的工作,達到對變項去蕪存菁的效果。 / This thesis is based on Article 19 No 7 and Article 20 of the Real Estate Appraisal Regulation. Seemingly Unrelated Regression Model, Multivariate Regression Model and Econometric Model and so on econometric model are applied. In addition, collateral valuations done by financial institutions are verified, predicted and analyzed. In collateral valuations, there are two-value references: assessed market value and assessed accommodation value. Majority believe that there is a ratio between these two values. The traditional regression analysis of the valuation model is having one set of pricing factors to have impact on the real estate price. However, is it possible that one set of pricing factors will affect two real estate prices? The findings approve that, under statistical confidence level with 95%, more than two real estate prices can be influenced by one set of pricing factors. Further more, this thesis also examines if there are other econometric valuation models to be applied? The canonical correlation analysis is to build a calculation model to analyze correlation between two variables. Other than examining one set of pricing factors can influence two real estate prices, this analysis also provides a similar function of the factor analysis or principal analysis to reduce variables caused by two sets of variable.
2

台灣銀髮族資產持有行為之探討 / The assets-holding of Taiwanese elders

張日青 Unknown Date (has links)
我們利用「台灣地區中老年身心社會生活狀況長期追蹤調查研究」這份資料,以似無關迴歸(Seemingly Unrelated Regression)模型,探討老人的資產持有行為,發現:一般老年人口並不偏好持有股票,持有行為相當少見,但高教育、高所得、都市化地區(尤其是直轄市)的老人,可能分別因為高教育程度、所得效果影響、都市地區資訊流通快速等因素,使得這類型老人明顯較願意持有股票。 另一方面,在台灣,不動產扮演的角色特殊,傳統認為其與家族宗系連結,在持有行為上並非只從風險報酬觀點去看待,通常還與其他考量有關,因此在持有行為上有其特殊模式。 同時,我們也發現,老人婚姻關係的消解(dissolution),例如離婚/分居,將對資產持有產生負面的財富效果影響,使得這類型老人各項資產的持有都顯著低於已婚/同居的老人;而健康情形越差的老人持有的不動產與存款也越少,應與此類老人有較高的醫療與保健支出,造成負面的財富效果有關。 除此之外,台灣老人平均而言,持有的不動產會隨年紀降低,但持有的存款會隨年紀而上升,主要與台灣老人隨著年紀上升,所得逐漸不足以維生,產生了反儲蓄(dissave)不動產的現象,有所關聯。我們認為台灣確實存在老人「以房養老」的現象。 最後,我們認為很重要的一點是,台灣老人資產的持有行為,並不是使用傳統的風險報酬概念就能解釋,我們必須考量其他可能因素,才能有效分析台灣老人所表現出來的資產持有行為。 / The general elders don’t prefer to hold stocks, but the elders of high-level education, the elders of high-level income and the elders in metropolis are more willing to hold stocks. Besides, the real estate plays a special role. People regard that it is linked up with the family or kindred. We also find out that the dissolution of relationship in elder’s marriage causes negative wealth effect on holding assets. The similar effect exists in much unhealthy elders. The elders hold less real estate as they getting older, but hold more stocks. It might due to that elders dissave their real estate. Finally, besides perspective of risk-reward, it might appropriate that think the behavior of holding assets in other view-points.
3

近似無關迴歸模型:分量迴歸之應用

張珣 Unknown Date (has links)
本文探討如何將近似無關迴歸模型(SUR)與分量迴歸結合,聯合多條迴歸方程式,估計不同分量下自變數對應變數的影響效果。本文提出資料重排分量迴歸,以SUR模型的資料排列方式堆疊在一起,再以分量迴歸進行估計,估計方法容易理解,實際計算也較易操作,不僅可以考慮不同方程式間的同期相關性,也可觀察不同分量下的邊際效果,使估計結果更為準確,同時,本文以模擬方式比較分量迴歸、Zhao(2001)的加權分量迴歸、Jun and Pinkse(2009)的近似無關分量迴歸及資料重排分量迴歸等估計方法,結果顯示資料重排分量迴歸的估計式同時兼具準確性與精確性,為一良好的估計方法。接著,本文延伸Frankel and Poonawala(2010)的研究使用資料重排分量迴歸進行分析,實證結果顯示高階市場貨幣與新興市場貨幣以遠期溢酬作為未來即期匯率報酬的預測上都是偏誤的,且高階市場貨幣的偏誤大於新興市場貨幣,當匯率變化較大時,亦即高分量時,不論是高階市場或是新興市場匯率偏誤都會變小。

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