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Inference on the seasonally cointegrated vector autoregressive model allowing for structural change : 구조적 변화를 허용하는 계절형 공적분 벡터 자기회귀 모형에서의 추론
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- Authors
- Advisor
- 조신섭
- Issue Date
- 2006
- Publisher
- 서울대학교 대학원
- Keywords
- 계절형 공적분 ; Seasonal cointegrarion ; 계절형 공적분 계수 검정 ; Seasonal cointegration rank test ; 계절형 오차수정모형 ; Seasonal error correction model ; 구조적 변화 ; Structural change
- Description
- Thesis(doctor`s) --서울대학교 대학원 :통계학과,2006.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000048620
https://hdl.handle.net/10371/20665
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