淡江大學機構典藏:Item 987654321/72451
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 58323/91876 (63%)
造訪人次 : 14090358      線上人數 : 89
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    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


    題名: Estimation of the SUR Tobit Model via the MCECM Algorithm
    作者: 黃河泉
    貢獻者: 淡江大學財務金融學系
    關鍵詞: SUR;Tobit;EM algorithm;Monte Carlo
    日期: 1999-07-01
    上傳時間: 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
    顯示於類別:[財務金融學系暨研究所] 期刊論文

    文件中的檔案:

    檔案 描述 大小格式瀏覽次數
    Estimation of the SUR Tobit Model via the MCECM Algorithm.pdf52KbAdobe PDF1檢視/開啟
    index.html0KbHTML5檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

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