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半参数回归模型在商品房价格指数中的应用研究

2005-04-15分类号:F224

【作者】王一兵
【部门】山东大学威海分校商学院
【摘要】This paper makes use of the principles and methods of semi parametric analysis to construct a semi parametric model for house price indices by including the characteristics of house sale data.Further discussions are given to the estimation methods of the semi parametric model,Hausman hypothesis test and the use of bootstrapping to calculate the standard errors of the estimated parameters.Results of empirical analysis show that the semi parametric analysis is better than the OLS analysis in estimating house price indices.
【关键词】半参数  Hausman检验  自展法
【基金】
【所属期刊栏目】统计研究
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