| 研究生: |
陳靜宜 Chen, Jing Yi |
|---|---|
| 論文名稱: |
不動產評價之空間計量與地理統計 Spatial Econometrics and Geostatistics for Real Estate Valuation |
| 指導教授: |
廖四郎
Liao, Szu Lang |
| 學位類別: |
博士
Doctor |
| 系所名稱: |
商學院 - 金融學系 Department of Money and Banking |
| 論文出版年: | 2013 |
| 畢業學年度: | 101 |
| 語文別: | 英文 |
| 論文頁數: | 75 |
| 中文關鍵詞: | 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 |
| 外文關鍵詞: | house prices, spatial autocorrelation, spatial econometrics, geostatistics, kriging, cokriging, geographically weighted regression |
| 相關次數: | 點閱:246 下載:14 |
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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.
Chapter1 RESEARCH MOTIVATION AND PURPOSE 1
Chapter 2 RELATED LITERATURE 5
Chapter 3 STUDY AREA DESCRIPTION 8
Chapter 4 GEOGRAPHICALLY WEIGHTED REGRESSION APPROACH 15
4.1 Linear Regression (Global Model) 15
4.2 Geographically Weighted Regression (Local Model) 16
4.3 Empirical Analysis 20
4.3.1. Results of Global (OLS) Model 21
4.3.2. Results of Local (GWR) Model 22
4.4 Summary 24
Chapter 5 MEASUREMENTS OF SPATIAL AUTOCORRELATION AND SPATIAL MODELS 25
5.1 Spatial Autocorrelation 25
5.2 Spatial Lag Model (SLM or SAR) 27
5.3 Spatial Error Model (SEM) 27
5.4 Empirical Analysis 28
5.5 Summary 34
Chapter 6 GEOSTATISTICAL APPROACH 35
6.1. Semi-Variogram 36
6.2. Ordinary Kriging 38
6.3 Cokriging 40
6.4 Understanding the Dynamical Changes in House Price in the Study Area 41
6.5 Predict House Price in 2012 42
6.6 Empirical Analysis 42
6.7 Summary 56
Chapter7 CONCLUSIONS 58
REFERENCES 62
APPENDIX 1 66
APPENDIX 2 70
APPENDIX 3 71
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