:::

詳目顯示

回上一頁
題名:不動產評價之空間計量與地理統計
作者:陳靜宜 引用關係
作者(外文):Chen, Jing Yi
校院名稱:國立政治大學
系所名稱:金融研究所
指導教授:廖四郎
學位類別:博士
出版日期:2013
主題關鍵詞:房價空間自相關空間計量學地理統計學克利金共克利金地理加權迴歸house pricesspatial autocorrelationspatial econometricsgeostatisticskrigingcokriginggeographically weighted regression
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:19
近年來由於地理資訊系統(GIS)的快速發展發,空間資料分析開始受到重視並在社會科學領域中逐漸扮演重要的角色。雖然一般的統計方法已在傳統資料分析上發展已久,然而它們卻不能有效地說明空間性資料,並且無法充分處理空間相依或空間異質性問題。一般而言,空間資料分析主要有兩個分派:模型導向學派與資料導向學派。本文研究目的在於應用空間統計方法合理且充分地評估房地產價值,研究方法包含地理統計(克利金和共克利金)、地理加權迴歸與空間特徵價格模型等,並且以台中市不動產資料進行實證探究。這項新的研究技術在不動產評價領域中將可提供更好的解析能力,使其在評價過程中或是不動產投資決策時,成為一個更強而有力的分析工具。
In recent years, spatial data analysis has received significant awareness and played an important role in social science because of the rapid development of Geographic Information System (GIS). Although classic statistical methods are attractive in traditional data analysis, they cannot be executed seriously for spatial data. Standard statistical techniques didn’t sufficiently deal with spatial dependence or spatial heterogeneity issues. Generally, the model-driven method and the data-driven method are mainly the two branches of the spatial data analysis. The purpose of this paper is to apply spatial statistics methods including geostatistical methods (kriging and cokiging), geographically weighted regression, and spatial hedonic price models to real estate analysis. It seems to be completely reasonable and sufficient. The real estate data in Taichung city (Taiwan) is used to carry out our exploration. These techniques give better insight in the field of real estate assessment. They can apply a good instrument in mass appraisal and decision concerning real estate investment.
Anselin, L. (1998). Spatial econometrics: methods and models. Kluwer, Dordrecht.
Anselin, L. (2003). GeoDa™0.9User’s Guide, CSISS.
Basu, S. and Thibodeau, T. G. (1998). Analysis of spatial autocorrelation in house prices. Journal of Real Estate Finance and Economics, 17, 61 – 85.
Besag, J. (1974). Spatial interaction and the statistical analysis of lattice systems, Journal of the Royal Statistical Society B, 36, 192-225.
Bourassa, S. C., Cantoni, E. and Hoesli, M. (2007). Spatial dependence, housing submarkets, and house price prediction. Journal of Real Estate Finance and Economics. 35, 143 –160.
Brunsdon, C., Fotheringham, A. S. and Charlton, M. E. (1996). Geographically weighted regression: a method for exploring spatial nonstationarity. Geographical Analysis, 28 (4), 281-298.
Brunsdon, C., Fotheringham, A. S. and Charlton, M. (1998). Geographically weighted regression-modeling spatial non-stationarity. Journal of the Royal Statistical Society. Series D (The Statistician), 47(3), 431-443.
Calderón, G. F. A. (2009). Spatial regression analysis vs. kriging methods for spatial estimation. International Advances in Economic, 15, 44-58.
Cambardella, C. A., Moorman, T. B., Novak, J. M., Parkin, T. B., Karlen, D. L., Turco, R. F., et al. (1994). Field scale variability of soil properties in central iowa soils. Soil Science Society of America Journal, 58, 1501 – 1511.
Chica-Olmo, J. (1995). Spatial estimation of housing prices and locational rents. Urban Studies, 32(8), 1331-1344.
Chica-Olmo, J. (2007). Prediction of house location price by multivariate spatial method: co-kriging. Journal of Real Estate Research, 29, 91-114.
Chun, Y. and Griffith, D. A. (2013). Spatail Statistics &; Geostatistics: Theory and Application for Geographic Information Science &; Technology, SAGE.
Clapp, J., Dubin, R. and Rodriguez, M. (2004). Modeling spatial and temporal house price patterns: a comparison of four models. Journal of Real Estate Finance and Economics, 29(2), 167-191.
Cressie, N. (1991). Statistics for Spatial Data, New York: Wiley.
Dubin, R. A. (1998). Predicting house prices using multiple listings data. Journal of Real Estate Finance and Economics, 17, 35 – 59.
Dubin, R.A, Pace, R. K. and Thibodeau, T. G. (1999). Spatial autoregression techniques for real estate data. Journal of Real Estate Literature, 7, 79–95.
Fotheringham, A.S., Charlton, M.E. and Brunsdon, C. (2000). Quantitative Geography, SAGE.
Fregonara, E., Rolando, D. and Semeraro, P. (2012). The value spatial component in the real estate market: the Turin case study. Aestimum60, Giugno, 85-113.
Gelfand, A. E., Ecker, M. D, Knight, J. R., and Sirmans, C. F. (2004). The dynamics of location in home price. Journal of Real Estate Finance and Economics, 29(2), 149-166.
Gillen, K., Thibodeau, T. and Wachter, S. (2001). Anisotropic autocorrelation in house price. Journal of Real Estate Finance and Economics, 23, 5-31.
Goovaerts, P. (1997). Geostatistics for Natural Resources Evaluation, New York: Oxford University Press.
Johnston, K., Ver Hoef, J.M., Krivoruchko, K. and Lucas. N. (2003). Using ArcGIS Geostatistical Analyst, ESRI Press.
Kulczycki, M. and Ligas, M. (2007). Spatial Statistics for Real Estate Data, Strategic Integration of Surveying Services, Hong Kong: SAR, China.
LeSage, J. P. and Pace, R. K. (2004). Models for spatial dependent missing data. Journal of Real Estate Finance and Economics, 29 (2), 233-254.
Liu, D., Wang, Z., Zhang, B., Song, K., Li, X. and Li, J. (2006). Spatial distribution of soil organic carbon and analysis of related factors in croplands of the black soil region, northeast china. Agriculture, Ecosystems and Environment, 113, 73 – 81.
Lloyd, C. D. (2011). Local Models for Spatial Analysis, CRC Press.
Long, F. Páez, A. and Farber, S. (2007). Spatial effects in hedonic price estimation: a case study in the city of Toronto, CSpA Working Paper, McMaster University.
Matheron, G. (1963). Principle of geostatistics. Economic Geology, 58, 1246-1266.
Matthews, S. A. and Yang, T. C. (2012). Mapping the results of local statistics: using geographically weighted regression. Demographic Research, 26 (6), 151-166.
Militino, A, F., Ugarte, M. D. and García-Reinaldos, L. (2004). Alternative models for describing spatail dependencr among dwelling selling prices. Journal of Real Estate Finance and Economics, 29(2), 193-209.
Mitchell, A. (2005). The ESRI Guide to GIS Analysis, Volume 2: Spatial Measurements and Statistics, ESRI Press.
Moran, P. A. P. (1948). The interpretation of statistical maps. Biometrika, 35, 255–260.
Osland, L. (2010). An application of spatial econometrics in relation to hedonic house price modeling. Journal of Real Estate Research, 32 (2), 289-320.
Pace, R. K., Barry, R. and Simans, C. F. (1998). Spatail statistics and real estate. Journal of Real Estate Finance and Economics, 17(1), 5-13.
Pace, R. K. and LeSage, J. P. (2004). Spatail statistics and real estate. Journal of Real Estate Finance and Economics, 29 (2), 147-148.
Rosen, S. (1974). Hedonic prices and implicit markets: product differentiation in pure competition. Journal of Political Economy, 82, 34-55.
Tsutsumi, M. and Seya, H. (2008). Measuring the impact of large-scale transportation projects on land price using spatial statistical models. Paper in Regional Science, 87, 385–401.
Wackernagel, H. (1995). Multivariate Geostatistics: An Introduction with Applications, Springer.
Zhu, B., Füss, R. and Rottke, N. B. (2011). The predictive power of anisotropic spatial correlation modeling in housing prices. Journal of Real Estate Finance and Economics, 42, 542 – 565.
Yoo, E. H. and Kyriakidis, P. C. (2009). Area-to-point kriging in spatial hedonic pricing models. Journal of Geographical Systems, 11, 381-406.

 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE