摘要
在極大且眾所周知的衝擊下，結構性轉變或可明顯清楚的觀察出來，但若在平時並沒有那麼明顯時，要觀察出是否存有結構性轉變，就變成非常難以明確地得到一個確切結果。本文嘗試在不知情的狀況下使用移動式Chow test、CUSUM test、CUSUMSQ test、STAR模型，分別去檢定資料是否存在結構性轉變，所得的結果各種檢定方式各有所差異，並沒有一致統一的明確結論；顯著性則以移動式Chow test最為明顯；CUSUM test與CUSUMSQ test因考慮到異質變異及自我相關，反而不容易表現出顯著性；而STAR則視資料的狀態而定。

Abstract
Under the great impact and known to all, the structural changes may be obviously clear that can be observed out, when being not so obvious, should observe whether there are structural changes to appear, it is very difficult to get a clear result clearly to turn into. This paper tries to use such models as Chow test, CUSUM test, CUSUMSQ test, STAR in unknown cases, whether going to assay the data separately has structural changes, various kinds of examination ways of result received are each different to some extent, clear conclusion not unanimous and unified. The dominance the Chow test is the most obvious; Consider heteroscedasticity and autocorrelation restriction in because CUSUM test and CUSUMSQ test model, it is not apt to demonstrate the dominance instead; The STAR depends on state of the materials.

目錄
謝詞
摘要
第一章 緒論 -----------------------------------------p.1
第一節 研究動機及目的--------------------------p.1
第二節 研究流程及架構--------------------------p.4
第二章 文獻回顧 -------------------------------------p.6
第一節 網路效應的文獻回顧----------------------p.6
第二節 結構性轉變的文獻回顧--------------------p.19
第三節 數位遊戲之分類與簡介及現況--------------p.24
第三章 理論模型--------------------------------------p.30
第一節 Chow test--------------------------------p.30
第二節 CUSUM test與CUSUM of square test--------p.32
第三節 平滑式門檻轉換(STAR)模型---------------p.35
第四章 實証結果--------------------------------------p.40
第一節 資料選定與說明--------------------------p.41
第二節 單根檢定--------------------------------p.42
第三節 模型選定--------------------------------p.44
第四節 結構性轉變之檢驗------------------------p.45
第五節 分析------------------------------------p.48
第五章 結論 -----------------------------------------p.49
參考文獻 --------------------------------------------p.51

附圖
圖1.1-----------------------------------------------p.1
圖1.2-----------------------------------------------p.2
圖2.1-----------------------------------------------p.20
圖2.2-----------------------------------------------p.21
圖2.3-----------------------------------------------p.22
圖2.4-----------------------------------------------p.70
圖2.5-----------------------------------------------p.70
圖4.1-----------------------------------------------p.71
圖4.2-----------------------------------------------p.71
圖4.3-----------------------------------------------p.71
圖4.4-----------------------------------------------p.71
圖4.5-----------------------------------------------p.71
圖4.6-----------------------------------------------p.71
圖4.7-----------------------------------------------p.71
圖4.8-----------------------------------------------p.71
圖4.9-----------------------------------------------p.72
圖4.10----------------------------------------------p.72
圖4.11----------------------------------------------p.72
圖4.12----------------------------------------------p.72
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圖4.16----------------------------------------------p.72
圖4.17----------------------------------------------p.73
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圖4.28----------------------------------------------p.74
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圖4.31----------------------------------------------p.74
圖4.32----------------------------------------------p.74

附表
表4.1-----------------------------------------------p.55
表4.2-----------------------------------------------p.56
表4.3-----------------------------------------------p.57
表4.4-----------------------------------------------p.63
表4.5-----------------------------------------------p.65
表4.6-----------------------------------------------p.67
表4.7-----------------------------------------------p.68
表4.8-----------------------------------------------p.69

參考文獻
中文：
吳若瑋 (2005)，”以STAR模型探討歐洲工業國家之實質利率平價說”，國立中山大學經濟學研究所 碩士論文。

林芳珍 (2003)，”網路外部性下關鍵存續量之估計—時間序列方法在WWW伺服器市場之實證”，中原大學國際貿易學系 碩士學位論文。

英文：
Artle, Roland and Averous, Christian (1973), “The Telephone System as a Public Good: Static and Dynamic Aspects,” The Bell Journal of Economics and Management Science, Vol. 4, No. 1. pp. 89-100.

Arthur, W. Brian (1989), "Competing Technologies, Increasing Returns and Lock-in by Historical Events," Economic Journal, 99, pp.106-131.

Arthur, W. Brian (1990), "Positive Feedbacks in the Economy," Scientific American, Feb.

Arthur, W. Brian (1996), "Increasing Returns and the New World of Business," Harvard Business Review, July-Aug.

Arthur, W. Brian (2000), "Myths and Realities of the High-Tech Economy," Talk given at Credit Suisse First Boston Thought Leader Forum.

Brown R. L. Durbin, J. and Evans, J. M. (1975), “Techniques for Testing the Constancy of Regression Relationships over Time.” Journal of the Royal Statistical Society. Series B (Methodological), Vol. 37, No. 2, pp. 149-192.

Chow, Gregory C. (1960), “Tests of Equality Between Sets of Coefficients in Two Linear Regressions,” Econometrica, 28:3, pp. 591-605.

Economides, Nicholas and Charles Himmelberg (1995), “Critical Mass and Network Evolution in Telecommunications,” Forthcoming in Toward a Competitive Telecommunications Industry: Selected Papers from the 1994 Telecommunications Policy Research Conference, Gerard Brock (ed.).

Economides, Nicholas (1996), “The Economics of Networks.” Forthcoming, International Journal of Industrial Organization, Vol. 14, No. 2.

Granger, C. W. J. and Ter