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題名:新分量迴歸顯著性檢定與分量迴歸於不動產的應用暨最適循環利率
作者:黃秀梅 引用關係
作者(外文):Shui-mei Huang
校院名稱:國立中正大學
系所名稱:國際經濟所
指導教授:陳美源
學位類別:博士
出版日期:2006
主題關鍵詞:NNQR拔靴法不動產房屋售價銷售時間資金成本TOM最適循環利率顯著性檢定分量迴歸quantile regressioncredit cardinterestcapital costTOMhouse pricebootstrappingNNQRsignificant test
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Koenker & Bassett(1978)提出的分量迴歸方法,因為它可以了解整個分配不同分位的行為及較不受偏差值影響,所以相對於最小平方法頑強。可是它在發展上也有它的缺點,其中一個就是共變異矩陣中的擾嚷參數難以估計,因而顯著性檢定亦不易進行,本文第二章即針對此缺點提出一個新的顯著性檢定法,而第一章介紹分量迴歸與拔靴法的基本觀念。其次因為經由分量迴歸可以了解整個分配的不同分位,所以可以解釋的現象相對於最小平方法多。故本文的第三章即應用分量迴歸於不動產銷售的不對稱現象。最後近來卡奴的產生,引起了台灣金融市埸的不安,本文第四章嘗試以經濟的理論說明最適的信用卡循環利率,以供當局者參考,第五章是結論。
Koenker & Bassett(1978)
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