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GMM estimation for the cointegrated VAR model : 공적분된 벡터 자기회귀 모형에서의 일반화 적률 추정법
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 조신섭 | - |
dc.contributor.author | 박숙경 | - |
dc.date.accessioned | 2009-12-14T08:23:20Z | - |
dc.date.available | 2009-12-14T08:23:20Z | - |
dc.date.copyright | 2008. | - |
dc.date.issued | 2008 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041408 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/20635 | - |
dc.description | Thesis(doctors) --서울대학교 대학원 :통계학과,2008.8. | en |
dc.format.extent | vi, 100 leaves. | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 벡터 오차수정모형 | en |
dc.subject | Vector error correction model | en |
dc.subject | 공적분 | en |
dc.subject | cointegration | en |
dc.subject | 계절형 공적분 | en |
dc.subject | seasonal cointegration | en |
dc.subject | 일반화 적률 추정량 | en |
dc.subject | GMM estimator | en |
dc.title | GMM estimation for the cointegrated VAR model | en |
dc.title.alternative | 공적분된 벡터 자기회귀 모형에서의 일반화 적률 추정법 | en |
dc.type | Thesis | - |
dc.contributor.department | 통계학과 | - |
dc.description.degree | Doctor | en |
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