基于多种回归方法的成都市住宅hedonic模型的实证研究-数量经济学专业论文.docx

中文摘要中文摘要房地产业是我国的支柱产业，与社会经济有着千丝万缕的联系。城市住宅价 格则是影响房地产业最为关键的一个因素。城市住宅价格关系到人们的生活水平， 是一个城市或者地区竞争力的重要组成部分，对国民经济发展有着重要的影响。 但是房地产是一种异质性的商品，两套住宅在使用价值的各个特征方面存在明显 的差异。因此，如何进行科学合理的房地产评估，需要有客观而精准的方法。国内学者对住宅价格问题，大多数从住宅市场的供求关系、住宅价格的构成、 住宅政策等方面进行定性研究。自2002年起国内有学者开始采用特征价格模型（Hedonic Price Model）对住宅价格进行实证研究，并取得了一定的成果。特征价 格模型是一种含有较少主观色彩的方法，它从房地产具有特征属性的隐含价格出 发进行价格评估，避免了评估人员因主观原因引起的评估偏差。但是在使用特征 价格模型时会遇到特征变量的遗漏、函数形式设定的错误、系数符号与预期不符 等的问题，近年来不少学者开始将非参数回归和半参数回归应用在房地产评估上， 并且取得了理想的效果。本文试图将特征价格理论应用于成都市住宅市场，用OLS进行回归分析，建立 适用于成都市住宅市场的Hedonic模型，并分析住宅价格的影响因素，以验证特征 价格模型在住宅市场的适用性；同时还用非参数回归和半参数回归做进一步的回 归分析，并对三种方法进行比较，寻求一种更为合理有效的方法。 关键词：特征价格模型，OLS，非参数回归，半参数回归IAbstractAbstractReal estate industry has been one of the important industries. Urban housing price is the crucial factor influenced Real estate industry. Urban housing price has close relation to standard of living, and national economic, and becomes one of the focuses that the academia and operation circle pay close attention to.The attribute of heterogeneity brings new challenge to the research of housing price.In recent years, the housing price question becomes one of the focuses that the people and government pay close attention to. Domestic scholars mainly carry on qualitative study from the supply-demand relationship, the composition of the housing price, housing policy etc, and there is little experiential research to stdy the quantitative relation between the housing characteristic and housing price. Since 2002 there is a few domestic scholar begin to research the urban housing price used hedonic theory and model, obtained the quantitative relation between the housing characteristic and housing price. The Hedonic Price Model is a kind of little subjective color method, it carries on price appraisal various from the concealed price embarks which real estate characteristics has, so it avoids appraisal deviation which the personnel subjective reason caused. But the Hedonic Price Model can meet the questions of the function hypothesis, the coeffi