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題名:廠商之退出率與存活時間之計量模型--臺灣電力及電子機械器材製造業的驗證
書刊名:經濟論文叢刊
作者:林惠玲 引用關係
出版日期:1993
卷期:21:4
頁次:頁411-440
主題關鍵詞:存活時間退出率電力電子臺灣製造業廠商器材機械
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(14) 博士論文(5) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:12
  • 共同引用共同引用:8
  • 點閱點閱:116
     本文旨在研究危險率、存活率及存活時間的計量模型,此種計量模型可 利用在各種期間資料的研究上,其重要價值。本文將之歸納為三種:參數模型、 半參數模型 (危險比例模型)、無參數模型。由於參數模型所得結果最佳,因此, 從事實證分析時,建議應先設定參數模型方法,然而一般對期間資料之分配型態 未能確知,必須加以檢定選擇,但若檢定失敗,則可進一步考慮半參數模型及無 參數模型。本文利用台灣電力及電子機械器材製造業進行上述計量模型之實證研 究,發現廠商的存活時間的分配為log-logistIc模型最佳,亦即廠商的退出的機率 模型為一例U字型,危險比例模型不適合。
     The purpose of this paper is to construct econometric models forhazard rate, survival rate and survival time. These econometricmodels are important and useful for analyzing duration data. Thepaper suggests that a parametric model shoned be established first.However, due to the shortage of information about distributionalshape, we must be careful to test whether the chosen distributionis accepted or not. Otherwise, we apply semiparametric modelinstead of parametric model. The graphical test for distributionalassumption is developed in the paper and successfully helps to selectthe parametric distribution. The econometric models are testedusing Taiwan Electronic and Electric Appliance Industry data. Theempirical results show that the survival time of firm follows loglogistic model, and the hazard rate is inverted U-shape.
期刊論文
1.Baden-Fuller, C.(1989)。Exit from Declining Industries and the Case of Steel Castings。The Economic Journal,99(398),949-961。  new window
2.Kiefer, N. M.(1988)。Economic Duration Data and Hazard Functions。Journal of Economic Literature,26(2),646-679。  new window
3.陳忠榮、洪德昌(19911200)。創新產品的技術擴散:臺灣光電產業的實證分析。經濟論文叢刊,19(4),457-474。new window  延伸查詢new window
4.Hannan, T. H.、McDowell, J. M.(1984)。The determinants of technology adoption: the case of the banking firm。Rand Journal of Economics,15(3),328-335。  new window
5.Lancaster, T.(1979)。Econometric Methods for the Duration of Unemployment。Econometrica,47(4),939-956。  new window
6.Altman, E. L.(1983)。Why Business Failure。Journal of Business Strategy,3(4),15-21。  new window
7.Auster, E. R.(1988)。Owner and Organizational Characteristics of Black-and White-Owned Business: Self-Employed Blacks Had Less Training, Fewer Resources, Less Profits, but Had similar Survival Rates。American Journal of Economics and Sociology,47(3)。  new window
8.Bergström、Edin(1992)。Time Aggregation and the Distributional Shape of Unemployment Duration。Journal of Applied Econometrics,7,5-30。  new window
9.Breslow, N.、Growley, J.(1974)。A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship。The Annals of Statistics,2(3),437-453。  new window
10.Behrman, J. R.、Deolalikar, A. B.(1989)。Of the Fittest? Duration of Survival of Manufacturing Establishments in a Developing Country。J. Ind. Econ.,38(2),215-226。  new window
11.Deily, M. E.(1988)。Exit Barrier in the Steel Industry。Economic Review, Federal Reserve Bank of Cleveland,24(1),10-18。  new window
12.Chesher, A.、Lancaster, T.、Irish, M.(1985)。On Detecting the Failure of Distribution Assumption。Annales de I'Insee,59/60,7-44。  new window
13.Chappell, W. F.、Kimenyi, M. S.、Mayer, W. J.(1990)。A Poisson Probability Model of Exit and Market Structure with Application to U. S. Industries during 1972-1977。Southern Economic Journal,56(4),918-927。  new window
14.Cameron, A. C.、Triveda, P. K.(1986)。Econometric Models Based on Count Data: Comparisons and Applications of Some Estimates and Tests。Journal of Applied Econometric,1(1),29-53。  new window
15.Dunne, T.(1989)。Firm Entry and Postentry Performance in the U. S. Chemical Industry。J. Law. Econ.,32(2),S233-271。  new window
16.Gottinger, H. W.(1987)。Economic Choice and Technology Diffusion in New Product Market。Weltwurtsch Arch.,1231(1),93-120。  new window
17.Kaplan, E. L.、Meier, P.(1958)。Nonparametric Estimation from Incomplete Censored Survival Data。Applied Statistics,26,227-237。  new window
18.Kiefer, N. M.、Neumann, G. R.(1979)。An Empirical Job Search Model with a Test of the Constant Reservation Wage Hypothesis。Journal of Political Econometrica,87(1),89-107。  new window
19.Lancaster, T.(1972)。A Stochastic Model for the Duration of a Strike。J. Roy. Statist. Soc.,135(2),257-271。  new window
20.Van Fleet, E. W.、Van Fleet, D. D.(1985)。Entrepreneurship and Black Capitalism。American Journal of Small Business,10,31-40。  new window
21.Reynolds, S. S.(1988)。Plant Closings and Exit Behavior in Declining Industries。Economica,55,493-503。  new window
22.Wolpin, K. I.(1987)。Estimating a Structural Search Model: The Transition from School to Work。Econometrica,95,801-817。  new window
23.陳肇男(19850300)。臺灣地區電子業廠商之加入、退出與成長。經濟論文,13(1),47-90。new window  延伸查詢new window
24.Cox, D. R.(1972)。Regression models and life-tables。Journal of the Royal Statistical Society., Series B (Methodological),34(2),187-220。  new window
學位論文
1.方世調(1991)。台灣地區廠商存活隨機程序模型與實證(碩士論文)。國立政治大學。  延伸查詢new window
2.Lin, H. L.(1991)。Semiparametric Estimation m Censored Regression Models(博士論文)。Brown University,Providence, RI。  new window
圖書
1.Miller, R. G.(1981)。Survival Analysis。NY:John Wiley and Sons, Inc.。  new window
2.Balakrishnan, N.(1992)。Handbook of the Logistic Distribution。New York:Marcel Dekker, Inc.。  new window
3.Kalbfleisch, J. D.、Prentice, R. L.(1980)。The Statistical Analysts of Failure Time Data。New York:John Wiley and Sons, Inc.。  new window
4.Lancaster, T.(1990)。The Econometric Analysis of Duration Data。Brown University。  new window
5.Maddala, G. S.(1983)。Limited Dependent Variables in Econometric。Cambridge, Mass:Cambridge University Press。  new window
 
 
 
 
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