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GMM estimation for the cointegrated VAR model : 공적분된 벡터 자기회귀 모형에서의 일반화 적률 추정법

DC Field Value Language
dc.contributor.advisor조신섭-
dc.contributor.author박숙경-
dc.date.accessioned2009-12-14T08:23:20Z-
dc.date.available2009-12-14T08:23:20Z-
dc.date.copyright2008.-
dc.date.issued2008-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041408eng
dc.identifier.urihttps://hdl.handle.net/10371/20635-
dc.descriptionThesis(doctors) --서울대학교 대학원 :통계학과,2008.8.en
dc.format.extentvi, 100 leaves.en
dc.language.isoen-
dc.publisher서울대학교 대학원en
dc.subject벡터 오차수정모형en
dc.subjectVector error correction modelen
dc.subject공적분en
dc.subjectcointegrationen
dc.subject계절형 공적분en
dc.subjectseasonal cointegrationen
dc.subject일반화 적률 추정량en
dc.subjectGMM estimatoren
dc.titleGMM estimation for the cointegrated VAR modelen
dc.title.alternative공적분된 벡터 자기회귀 모형에서의 일반화 적률 추정법en
dc.typeThesis-
dc.contributor.department통계학과-
dc.description.degreeDoctoren
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