English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 58286/91808 (63%)
造访人次 : 13823817      在线人数 : 57
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻

    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72451

    题名: Estimation of the SUR Tobit Model via the MCECM Algorithm
    作者: 黃河泉
    贡献者: 淡江大學財務金融學系
    关键词: SUR;Tobit;EM algorithm;Monte Carlo
    日期: 1999-07-01
    上传时间: 2011-10-24 10:28:18 (UTC+8)
    摘要: A novel approach is proposed to estimate the seemingly unrelated regressions model in which the dependent variables might be censored. Our method via the Monte Carlo version of the EM algorithm can be used to retrieve the latent values which greatly simplify the computation of the E-step and a sequence of conditional maximizations is performed to implement the M-step. Its practicality is illustrated by estimating a bivariate SUR Tobit model to determine the payments of cash and stock dividends.
    關聯: Economics Letters 64(1), pp.25-30
    DOI: 10.1016/S0165-1765(99)00075-0
    显示于类别:[財務金融學系暨研究所] 期刊論文


    档案 描述 大小格式浏览次数
    Estimation of the SUR Tobit Model via the MCECM Algorithm.pdf52KbAdobe PDF1检视/开启



    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈