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Lujng-box test for unit root ar-arch model
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- Authors
- Advisor
- 이상열
- Issue Date
- 2004
- Publisher
- 서울대학교 대학원
- Keywords
- AR(1)-ARCH 모형 ; Ar(1)-arch model ; 카이스퀘어 분포 ; Chi-square distribution ; 극한 분포 ; Limiting distribution ; Ljung-Box 검정 ; Ljung-box test ; 단위근 ; Unit root
- Description
- Thesis (master`s)--서울대학교 대학원 :통계학과,2004.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000053835
https://hdl.handle.net/10371/20787
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